RePEcML & AI Methods
Financial Scenario Generation with Machine Learning
The article introduces a new machine learning method for predicting one-day-ahead scenarios for portfolio optimization, resulting in more accurate forecasts and less risky portfolios.
Featured in No. 53 on 12 Jun 2024 · on release day
- Released
- 12 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 27
- Identifier
- RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10387-2
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).