Reference health
Temporal Mixture Density Networks for Enhanced Investment Modeling
40/40 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
19 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 40 checked references that resolve
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Stock Market Volatility and Return Analysis: A Systematic Literature Review
resolves10.1016/j.eswa.2016.02.006
Computational Intelligence and Financial Markets: A Survey and Future Directions
resolves10.1016/j.asoc.2020.106943
Mean–variance portfolio optimization using machine learning-based stock price prediction
resolves10.1016/j.jbankfin.2010.01.008
The performance of hedge funds and mutual funds in emerging markets
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1468-0416.2008.00146.x
A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination
resolves10.1016/j.ejor.2017.11.054
Deep learning with long short-term memory networks for financial market predictions
resolves10.1016/j.neucom.2008.08.019
Prediction-based portfolio optimization model using neural networks
resolves10.1016/j.ribaf.2023.102052
Application of machine learning in algorithmic investment strategies on global stock markets
resolves10.1007/978-3-030-30484-3_35
Sparse Recurrent Mixture Density Networks for Forecasting High Variability Time Series with Confidence Estimates
resolves10.1016/j.eswa.2018.03.002
Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models
resolves10.1016/j.ejor.2013.10.060
60 Years of portfolio optimization: Practical challenges and current trends
resolves10.1287/mnsc.37.5.519
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
resolves10.1016/j.eswa.2016.08.045
Forecasting volatility of oil price using an artificial neural network-GARCH model
resolves10.1109/ACCESS.2020.3003819
Prediction-Based Portfolio Optimization Models Using Deep Neural Networks
resolves10.1371/journal.pone.0194889
Statistical and Machine Learning forecasting methods: Concerns and ways forward
resolves10.1016/j.neucom.2013.05.014
Time-dependent series variance learning with recurrent mixture density networks
resolves10.1002/1099-131X(200007)19:4<355::AID-FOR778>3.0.CO;2-Z
Forecasting time-dependent conditional densities: a semi non-parametric neural network approach
resolves10.1016/j.asoc.2020.106181
Financial time series forecasting with deep learning : A systematic literature review: 2005–2019
resolves10.1515/snde-2019-0101
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model
resolves10.1162/neco_a_01199
A Review of Recurrent Neural Networks: LSTM Cells and Network Architectures
The 19 references without a DOI — listed, not checked
no DOI — not checkedDeep evidential regression
no DOI — not checkedPredicting probability distributions for surf height using an ensemble of mixture density networks
no DOI — not checkedref9
no DOI — not checkedMean-variance portfolio optimization with deep learning based-forecasts for cointegrated stocks
no DOI — not checkedUsing a gaussian mixture neural network for incremental learning and robotics
no DOI — not checkedForecasting volatility of stock index: Deep learning model with likelihood-based loss function
no DOI — not checkedref31
no DOI — not checkedA garch model with artificial neural networks
no DOI — not checkedA novel prediction-based portfolio optimization model using deep learning
no DOI — not checkedPortfolio selection
no DOI — not checkedPortfolio selection
no DOI — not checkedref42
no DOI — not checkedref44
no DOI — not checkedref46
no DOI — not checkedref47
no DOI — not checkedref51
no DOI — not checkedThe sharpe ratio
no DOI — not checkedPredicting returns, volatilities and correlations of stock indices using multivariate conditional autoregressive range and return models
no DOI — not checkedImproved adam optimizer for deep neural networks
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