| 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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Jaeger, M., Krügel, S., Marinelli, D., Papenbrock, J., & Schwendner, P. (2021, September 9). Interpretable machine learning for diversified portfolio construction. 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021. https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf
Jaeger, M. et al. (2021) ‘Interpretable machine learning for diversified portfolio construction’, in 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021. Available at: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf.
M. Jaeger, S. Krügel, D. Marinelli, J. Papenbrock, and P. Schwendner, “Interpretable machine learning for diversified portfolio construction,” in 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021, Sep. 2021. [Online]. Available: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf
JAEGER, Markus, Stephan KRÜGEL, Dimitri MARINELLI, Jochen PAPENBROCK und Peter SCHWENDNER, 2021. Interpretable machine learning for diversified portfolio construction. In: 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021 [online]. Conference presentation. 9 September 2021. Verfügbar unter: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf
Jaeger, Markus, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock, and Peter Schwendner. 2021. “Interpretable Machine Learning for Diversified Portfolio Construction.” Conference presentation. In 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021. https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf.
Jaeger, Markus, et al. “Interpretable Machine Learning for Diversified Portfolio Construction.” 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021, 2021, https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf.
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