Issue Date | Title | Involved Person(s) |
2020 | Convergence and divergence in European bond correlations | Schwendner, Peter; Schuele, Martin; Hillebrand, Martin |
2020 | Understanding machine learning for diversified portfolio construction by explainable AI | Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter |
2020 | Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios | Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan |