Enhancing Markowitz's portfolio selection paradigm with machine learning
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Cites work
- \({\mathcal Q}\)-learning
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A well-conditioned estimator for large-dimensional covariance matrices
- An r-Dimensional Quadratic Placement Algorithm
- Asset allocation under multivariate regime switching
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
- Financial applications of random matrix theory: old laces and new pieces
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3417498 (Why is no real title available?)
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Least squares quantization in PCM
- Linear Inversion of Band-Limited Reflection Seismograms
- Lower Bounds for the Partitioning of Graphs
- Pseudo-mathematics and financial charlatanism: the effects of backtest overfitting on out-of-sample performance
- Random forests
- Reinforcement learning. An introduction
- Spectral partitioning works: planar graphs and finite element meshes
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- Support-vector networks
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