Modelling shares choice to enter in a portfolio using artificial neural networks (ANN)

Abstract Shares choice to enter a portfolio is a good topic in finance and management, as it affects the portfolio performance which is managed by a Fund Manager. In this research, we aim to create an artificial neural network model to choose a share to enter a portfolio based on its financial facto...

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Bibliographic Details
Main Authors: Adler Haymans Manurung, Christina Natasha, Widodo Budiharto
Format: Article
Language:English
Published: SpringerOpen 2020-03-01
Series:Journal of Big Data
Subjects:
ANN
Online Access:http://link.springer.com/article/10.1186/s40537-020-00294-w