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"Return, Diversification and Risk in Cryptocurrency Portfolios using Deep ..."
Ismael Estalayo et al. (2019)
- Ismael Estalayo, Javier Del Ser
, Eneko Osaba
, Miren Nekane Bilbao
, Khan Muhammad
, Akemi Gálvez
, Andrés Iglesias
:
Return, Diversification and Risk in Cryptocurrency Portfolios using Deep Recurrent Neural Networks and Multi-Objective Evolutionary Algorithms. CEC 2019: 755-761
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