ML-QuantSubscribe

RePEcDerivatives & Volatility

Volatile KSE-30 Equities Allocation

Machine learning has been used to identify assets contributing to downward trends in the Pakistan Stock Exchange, suggesting a portfolio optimization strategy for effective asset allocation.

Featured in No. 85 on 19 Feb 2025 · on release day

Released
19 Feb 2025
First featured
No. 85 · 19 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
25
Identifier
RePEc:spr:snopef:v:6:y:2025:i:1:d:10.1007_s43069-025-00421-4

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page