Xinyu Huang

University of Bath - School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

968

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 596 (67,560)
Citation 2

Abstract:

Loading...

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

The European Journal of Finance, Forthcoming
Number of pages: 99 Posted: 03 Aug 2021 Last Revised: 18 Jan 2022
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 372 (118,461)

Abstract:

Loading...

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