Enhancing Markowitz's portfolio selection paradigm with machine learning

DOI10.1007/S10479-024-06257-1MaRDI QIDQ7008520zbMATH OpenFDO

Authors Marcos López de Prado, Joseph Simonian, Francesco A. Fabozzi, Frank J. Fabozzi

Publication date 21 March 2025

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

feature selectionmachine learningportfolio optimizationnatural language processingsignal generationgenerative language models

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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