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: 04 May 2023 09:48
URI: https://livrepository.liverpool.ac.uk/id/eprint/3170153