Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Jaeger, Markus | - |
dc.contributor.author | Krügel, Stephan | - |
dc.contributor.author | Marinelli, Dimitri | - |
dc.contributor.author | Papenbrock, Jochen | - |
dc.contributor.author | Schwendner, Peter | - |
dc.date.accessioned | 2022-08-11T13:39:08Z | - |
dc.date.available | 2022-08-11T13:39:08Z | - |
dc.date.issued | 2021-09-09 | - |
dc.identifier.uri | https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf | de_CH |
dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/25436 | - |
dc.description | Publication available at JFDS: https://doi.org/10.3905/jfds.2021.1.066 | de_CH |
dc.language.iso | en | de_CH |
dc.rights | Licence according to publishing contract | de_CH |
dc.subject | Big data | de_CH |
dc.subject | Statistical method | de_CH |
dc.subject | Machine learning | de_CH |
dc.subject | Performance measurement | de_CH |
dc.subject.ddc | 006: Spezielle Computerverfahren | de_CH |
dc.subject.ddc | 332.6: Investition | de_CH |
dc.title | Interpretable machine learning for diversified portfolio construction | de_CH |
dc.type | Konferenz: Sonstiges | de_CH |
dcterms.type | Text | de_CH |
zhaw.departement | School of Management and Law | de_CH |
zhaw.organisationalunit | Institut für Wealth & Asset Management (IWA) | de_CH |
zhaw.conference.details | 6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021 | de_CH |
zhaw.funding.eu | No | de_CH |
zhaw.originated.zhaw | Yes | de_CH |
zhaw.publication.status | publishedVersion | de_CH |
zhaw.publication.review | Keine Begutachtung | de_CH |
zhaw.author.additional | No | de_CH |
zhaw.display.portrait | Yes | de_CH |
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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