Machine Learning Based Portfolio Selection Under Systemic Risk


Lin, Weidong and Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 (2023) Machine Learning Based Portfolio Selection Under Systemic Risk. [Preprint]

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Item Type: Preprint
Uncontrolled Keywords: machine learning, portfolio selection, systemic risk, scenario analysis, probabilistic forecasting, performance strategy
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 04 May 2023 09:48
Last Modified: 16 Mar 2024 07:36
DOI: 10.2139/ssrn.4342478
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3170153
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