Publication type: Conference other
Type of review: No review
Title: Interpretable machine learning for diversified portfolio construction
Authors: Jaeger, Markus
Krügel, Stephan
Marinelli, Dimitri
Papenbrock, Jochen
Schwendner, Peter
et. al: No
Conference details: 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021
Issue Date: 9-Sep-2021
Language: English
Subjects: Big data; Statistical method; Machine learning; Performance measurement
Subject (DDC): 006: Special computer methods
332.6: Investment
Further description: Publication available at JFDS: https://doi.org/10.3905/jfds.2021.1.066
URI: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf
https://digitalcollection.zhaw.ch/handle/11475/25436
Fulltext version: Published version
License (according to publishing contract): Licence according to publishing contract
Departement: School of Management and Law
Organisational Unit: Institute of Wealth & Asset Management (IWA)
Appears in collections:Publikationen School of Management and Law

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