Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model

Zhipeng Ma, Jian Liu, Xiaoxiong Xiong, and Mingxin Fang

Year of publication:	2024
Authors:	Ma, Zhipeng ; Liu, Jian ; Xiong, Xiaoxiong ; Fang, Mingxin
Published in:	Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022. - New Jersey : World Scientific, ISBN 978-981-12-6749-9. - 2024, p. 289-316
Subject:	Gaussian mixture clustering \| LSTM neural network \| Effective frontier theory \| Barra multi factor model \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Neuronale Netze \| Neural networks \| Regionales Cluster \| Regional cluster \| Clusteranalyse \| Cluster analysis \| Statistische Verteilung \| Statistical distribution \| Stochastischer Prozess \| Stochastic process

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Other identifiers:	10.1142/9789811267505_0022 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014534114