SSRNEconometrics & Forecasting
Machine Learning and Modern Econometrics for Tail-Risk Protection
The study introduces a dynamic tail risk protection strategy using machine learning, comparing various methods and suggesting an ensemble classifier for better performance.
Featured in No. 12 on 17 Aug 2023 ·
- Released
- 2 Dec 2020
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4540499
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