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Research Publication
Machine Learning-Based Portfolio Optimization Using Cross-Sectional Signals: Evidence from the NSE Market
Engineering Technology & Applied Science ResearchAug 11, 20260 OpenAlex citationsMatched to OpenAlex
DOI: 10.48084/etasr.19240
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Matched to OpenAlexNo abstract is available yet. The publication is shown because it is linked to an approved public researcher profile.
Stock Market Forecasting MethodsFinancial Markets and Investment StrategiesRisk and Portfolio Optimizationportfolio optimizationstock return predictionCNN-LSTMhybrid deep learning modeltree-based models
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