LIMA, Renan Delgado Camurça; http://lattes.cnpq.br/5067476685715711 (Universidade Federal de ItajubáBrasilPPG - Programas de Pós Graduação - ItabiraPPG - Programas de Pós Graduação - ItabiraUNIFEI, 2023-07-14)
The application of neural network models for selecting assets for investment portfolios using the Sharpe ratio has gained the attention of researchers. This study aims to apply neural networks in predicting the Sharpe ratio ...