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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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A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem; Mulvey, John M. - In: The journal of financial data science 3 (2021) 2, pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
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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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Building machine learning systems for automated ESG scoring
Sokolov, Alik; Mostovoy, Jonathan; Ding, Jack; Seco, Luis - In: The journal of impact and ESG investing 1 (2021) 3, pp. 39-50
Persistent link: https://www.econbiz.de/10012486261
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Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua; Singh, Jyoti - In: The journal of investing : JOI 30 (2021) 3, pp. 62-78
Persistent link: https://www.econbiz.de/10012503379
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Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.; Lewis, Michael J. - In: Quantitative finance 19 (2019) 9, pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
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Deep learning, predictability, and optimal portfolio returns
Babiak, Mykola; Baruník, Jozef - 2020
Persistent link: https://www.econbiz.de/10012542701
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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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An on-line machine learning return prediction
Lu, Yueliang Jacques; Tian, Weidong - In: Pacific-Basin finance journal 79 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463241
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Portfolio rebalancing based on a combined method of ensemble machine learning and genetic algorithm
Faridi, Sanaz; Madanchi Zaj, Mahdi; Daneshvar, Amir; … - In: Journal of financial reporting & accounting : JFRA 21 (2023) 1, pp. 105-125
Persistent link: https://www.econbiz.de/10014304839