Xinyu Huang

University of Bath - School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

855

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic Portfolio Management with Machine Learning

Number of pages: 81 Posted: 17 Mar 2021
University of Bath - School of Management, University of Liverpool Management School, University of Bath - School of Management and University of Bath - School of Management
Downloads 525 (68,515)
Citation 2

Abstract:

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Investment analysis, portfolio management, machine learning, deep learning, parameter uncertainty

2.

The Diversification Benefits of Cryptocurrency Asset Categories and Estimation Risk: Pre and Post COVID-19

Number of pages: 97 Posted: 03 Aug 2021
University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management, University of York - The York Management School and University of Reading - ICMA Centre
Downloads 330 (117,685)

Abstract:

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Portfolios, Cryptocurrencies, Bayes-Stein, COVID-19, Lasso, Elastic net, Shrunk Wishart stochastic volatility, Gaussian random projection, Black-Litterman, Higher moments