Forecasting high-dimensional portfolios (Q6966557)
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scientific article; zbMATH DE number 8057449
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting high-dimensional portfolios |
scientific article; zbMATH DE number 8057449 |
Statements
Forecasting high-dimensional portfolios (English)
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27 June 2025
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stock market
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portfolio selection
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high-dimensional forecasting
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machine learning
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large dynamic covariance
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