Machine learning risk models
Zura Kakushadze and Willie Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Kakushadze, Zura ; Yu, Willie |
| Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 6.2019, 1, p. 37-64
|
| Subject: | machine learning | risk model | clustering | k-means | statistical risk models | covariance | correlation | variance | cluster number | risk factor | optimization | regression | mean-reversion | factor loadings | principal component | industry classification | quant | trading | dollar-neutral | alpha | signal | backtest | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Korrelation | Correlation | Clusteranalyse | Cluster analysis | Risiko | Risk | CAPM | Prognoseverfahren | Forecasting model | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012237599