Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory
Peter Schwendner, Jochen Papenbrock, Markus Jaeger, and Stephan Krügel
| 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
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| Subject: | Künstliche Intelligenz | Artificial intelligence | Graphentheorie | Graph theory | Portfolio-Management | Portfolio selection | Heuristik | Heuristics | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012698255