Self-Supervised Learning for Diversifying Portfolios
The article discusses the use of self-supervised learning to analyze financial time series data for portfolio diversification, specifically for index tracking and minimum variance portfolio optimization.
Featured in No. 7 on 12 Jul 2023 ·
- Released
- 15 Aug 2022
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4504962
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