Zhenning Hong

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

121

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Asset Allocation via Machine Learning and Applications to Equity Portfolio Management

Number of pages: 23 Posted: 27 Jan 2021
Fudan University - School of Economics, affiliation not provided to SSRN, Fudan University - School of Economics, Boston University - Questrom School of Business and Dongxing Securities
Downloads 121 (273,849)

Abstract:

Loading...

Portfolio Optimization, Machine Learning, Hierarchical Clustering, K-Means Clustering, Deep Learning Regression, Mean-Variance-Skewness-Kurtosis, Reinforcement Learning, Monte-Carlo Simulation, Bottom-up Approaches