Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory
Year of publication: |
2021
|
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Authors: | Schwendner, Peter ; Papenbrock, Jochen ; Jaeger, Markus ; Krügel, Stephan |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 4, p. 65-83
|
Subject: | Portfolio-Management | Portfolio selection | Graphentheorie | Graph theory | Künstliche Intelligenz | Artificial intelligence | Heuristik | Heuristics |
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