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  • Search: subject:"Logic learning machine (LLM)"
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Year of publication
Subject
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Artificial intelligence 2 Künstliche Intelligenz 2 Theorie 2 Theory 2 Aktienmarkt 1 Asset Allocation 1 Hierarchical Risk Parity (HRP) 1 Logic Learning Machine (LLM) 1 Logic learning machine (LLM) 1 Machine Learning (ML) 1 Modern Portfolio Theory (MPT) 1 Portfolio Optimization 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Stock market 1 Turkey 1 Turkish Stock Market 1 Türkei 1 classification and regression trees (CART) 1 credit riskmodeling 1 explainable artificial intelligence (XAI) 1
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Online availability
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CC license 1 Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Giribone, Pier Giuseppe 2 Muselli, Marco 2 Verda, Damiano 2 Berretta, Serena 1 Fusaro, Michelangelo 1 Gaggero, Giacomo 1 Tropiano, Federico 1 Ünal, Erenay 1
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Published in...
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International journal of financial engineering 1 Risk management magazine 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine : a case study applied to the Turkish stock market
Gaggero, Giacomo; Giribone, Pier Giuseppe; Muselli, Marco; … - In: Risk management magazine 19 (2024) 1, pp. 26-49
Learning Machine (LLM) method to enhance the explainability of the Hierarchical Risk Parity strategy. Such integration is … distribution across the portfolio. The paper then introduces an innovative Machine Learning approach that employs the Logic …
Persistent link: https://www.econbiz.de/10014555705
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Enhancing the explainability of the default probability model using the logic learning machine : a comparison between native "white boxes" machine learning techniques
Giribone, Pier Giuseppe; Berretta, Serena; Fusaro, … - In: International journal of financial engineering 12 (2025) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10015550822
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