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株価の残差リターンに注目した深層学習ポートフォリオ最適化

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Title
株価の残差リターンに注目した深層学習ポートフォリオ最適化
Published by
一般社団法人 人工知能学会, June 2020
DOI 10.11517/pjsai.jsai2020.0_4rin120
Authors

今城 健太郎, 南 健太郎, 伊藤 克哉, 中川 慧

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