Interpretable machine learning for diversified portfolio construction
Markus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock, and Peter Schwendner
| Year of publication: |
2021
|
|---|---|
| Authors: | Jaeger, Markus ; Krügel, Stephan ; Marinelli, Dimitri ; Papenbrock, Jochen ; Schwendner, Peter |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 3, p. 31-51
|
| Subject: | Quantitative methods | statistical methods | big data/machine learning | portfolio construction | performance measurement | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Performance-Messung | Performance measurement | Statistische Methode | Statistical method | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613536