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Integrated deep neural networks with Copula-ARMA-GARCH-Stable models for CVaR portfolio optimization

Crossref DOI link: https://doi.org/10.1007/s10479-025-06625-5

Published Online: 2025-05-15

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Anh, Nguyen Tuan

Ta, Bao Quoc https://orcid.org/0000-0002-4135-0299
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Text and Data Mining valid from 2025-05-15

Version of Record valid from 2025-05-15
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Article History

Received: 20 December 2023

Accepted: 14 April 2025

First Online: 15 May 2025

Declarations

:

: The authors declare no Conflict of interest.