Machine learning-based portfolio optimization: comparative analysis with the all-weather portfolio strategy
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DOAJ
Abstract This study investigates whether machine learning effectively processes high-dimensional data, a challenging task for traditional predictive models, to optimize portfolio strategies. Using daily data from Decembe...
LCC LCC:Public finance; TENDOkZpbmFuY2U~Idioma eng
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
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