Machine Learning: dal riconoscimento immagini ai mercati finanziari.
M Qyrana - 2023 - iris.unipv.it
The problem of asset allocation is tackled, trying to avoid the curse of dimensionality by
selecting a small basket from a universe of securities, such as to guarantee real …
selecting a small basket from a universe of securities, such as to guarantee real …
Leveraging Latent Factors Using the Equally Weighted Portfolio
L Zhao, R Gao - Available at SSRN 3991393, 2021 - papers.ssrn.com
Latent factor models decompose risk into systematic risk arising from latent factors and
idiosyncratic risk. Typically, it is assumed that the factors are so pervasive that the …
idiosyncratic risk. Typically, it is assumed that the factors are so pervasive that the …