Open AccessAdaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph Theory
Author(s) -
Peter Schwendner,
Jochen Papenbrock,
Markus Jaeger,
Stephan Krügel
Publication year - 2021
Publication title -
the journal of financial data science
Language(s) - English
Resource type - Journals
eISSN - 2640-3951
pISSN - 2640-3943
DOI - 10.3905/jfds.2021.1.078
Subject(s) - hierarchy , computer science , cluster analysis , hierarchical clustering , heuristic , portfolio , tree (set theory) , artificial intelligence , mathematics , financial economics , economics , mathematical analysis , market economy
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