Lorenzo Malandri

Polytechnic University of Milan

Piazza Leonardo da Vinci

Milan, Milano 20100

Italy

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Discovering Bayesian Market Views for Intelligent Asset Allocation

Joint European Conference on Machine Learning and Knowledge Discovery in Databases, pp 120-135

Number of pages: 16 Posted: 14 Aug 2018 Last Revised: 21 Jan 2019

Frank Xing, Erik Cambria, Lorenzo Malandri and Carlo Vercellis

National University of Singapore (NUS), Nanyang Technological University (NTU), Polytechnic University of Milan and Politecnico di Milano

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