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~isPartOf:"The journal of financial data science"
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Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios
Papenbrock, Jochen
;
Schwendner, Peter
;
Jaeger, Markus
; …
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 51-69
Persistent link: https://www.econbiz.de/10012519242
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2
Interpretable machine learning for diversified portfolio construction
Jaeger, Markus
;
Krügel, Stephan
;
Marinelli, Dimitri
; …
- In:
The journal of financial data science
3
(
2021
)
3
,
pp. 31-51
Persistent link: https://www.econbiz.de/10012613536
Saved in:
3
Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation
De Meer Pardo, Fernando
;
Schwendner, Peter
;
Wunsch, Marcus
- In:
The journal of financial data science
4
(
2022
)
4
,
pp. 110-132
Persistent link: https://www.econbiz.de/10014232779
Saved in:
4
Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory
Schwendner, Peter
;
Papenbrock, Jochen
;
Jaeger, Markus
; …
- In:
The journal of financial data science
3
(
2021
)
4
,
pp. 65-83
Persistent link: https://www.econbiz.de/10012698255
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