This paper aims to enhance the classical mean-variance portfolio selection by using machine learning techniques and accounting for systemic risk. The optimal portfolio is solved through a three-step supervised learning model. Firstly, the Smooth Pinball Neural Network is employed to predict...

COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst...

COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst...