Issue Date | Title | Involved Person(s) |
9-Sep-2021 | Interpretable machine learning for diversified portfolio construction | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
18-Mar-2021 | 'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory | Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter |
13-Mar-2021 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |
2021 | Interpretable machine learning for diversified portfolio construction | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
2021 | Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory | Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan |