The term structure of machine learning alpha
Year of publication: |
2023
|
---|---|
Authors: | Blitz, David ; Hanauer, Matthias ; Hoogteijling, Tobias ; Howard, Clint |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 5.2023, 4, p. 40-65
|
Subject: | Zinsstruktur | Yield curve | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection |
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