Search Results - subject:"Learning models"

Enhanced review facilitation service for C2C support : machine learning approaches

Ping, Yanni; Buoye, Alexander; Vakil, Ahmad - In: The journal of services marketing 37 (2023) 5, pp. 620-635

Persistent link: https://www.econbiz.de/10014276937

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

Chapter 1: Portfolio Theory and Practice -- Chapter 2: Capital Market Conditions -- Chapter 3: Capital Asset Pricing Model (CAPM) -- Chapter 4: The Market Model -- Chapter 5: The Zero-Beta CAPM -- Chapter 6: Alternative CAPM Specifications -- Chapter 7: Arbitrage Pricing Theory -- Chapter 8:...

Persistent link: https://www.econbiz.de/10013504695

A machine learning integrated portfolio rebalance framework with risk-aversion adjustment

Jiang, Zhenlong; Ji, Ran; Chang, Kuo-Chu - In: Journal of Risk and Financial Management 13 (2020) 7, pp. 1-20

We propose a portfolio rebalance framework that integrates machine learning models into the mean-risk portfolios in … according to market trend movements predicted by machine learning models. We employ Gini's Mean Difference (GMD) to specify the … machine learning models to predict market movements. Using a rolling-horizon approach, we conduct a series of computational …

Persistent link: https://www.econbiz.de/10012611384