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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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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
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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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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