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SSRNPortfolio & Allocation

Portfolio Optimization using Machine Learning

The research shows that machine learning models can be used to devise investment strategies and construct optimal portfolios, performing better than traditional strategies on the Mexican Stock Exchange.

Featured in No. 14 on 30 Aug 2023 · 4 days after release

Released
26 Aug 2023
First featured
No. 14 · 30 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
5
Identifier
SSRN 4553078

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

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