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Research literature / Preprint / posted paper

Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach

Amarendra Mohan

Published
Publisher
Elsevier BV
Research area
AI & compute
Source type
Preprint / posted paper
DOI
10.2139/ssrn.5679169

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Amarendra Mohan. Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5679169

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