Interpretable Machine Learning for Diversified Portfolio Construction

2020 ◽  
Author(s):  
Markus Jaeger ◽  
Stephan Krügel ◽  
Dimitri Marinelli ◽  
Jochen Papenbrock ◽  
Peter Schwendner
Keyword(s):  
Machine Learning ◽  
Portfolio Construction ◽  
Interpretable Machine Learning ◽  
Diversified Portfolio

scholarly journals Interpretable Machine Learning for Diversified Portfolio Construction

2021 ◽  
pp. jfds.2021.1.066
Author(s):  
Markus Jaeger ◽  
Stephan Krügel ◽  
Dimitri Marinelli ◽  
Jochen Papenbrock ◽  
Peter Schwendner
Keyword(s):  
Machine Learning ◽  
Portfolio Construction ◽  
Interpretable Machine Learning ◽  
Diversified Portfolio

Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI

2020 ◽  
Author(s):  
Markus Jaeger ◽  
Stephan Krügel ◽  
Dimitri Marinelli ◽  
Jochen Papenbrock ◽  
Peter Schwendner
Keyword(s):  
Machine Learning ◽  
Portfolio Construction ◽  
Explainable Ai ◽  
Diversified Portfolio

scholarly journals Techniques for interpretable machine learning

2019 ◽  
Vol 63 (1) ◽  
pp. 68-77 ◽  
Author(s):  
Mengnan Du ◽  
Ninghao Liu ◽  
Xia Hu
Keyword(s):  
Machine Learning ◽  
Interpretable Machine Learning

scholarly journals Physically interpretable machine learning algorithm on multidimensional non-linear fields

2021 ◽  
Vol 428 ◽  
pp. 110074
Author(s):  
Rem-Sophia Mouradi ◽  
Cédric Goeury ◽  
Olivier Thual ◽  
Fabrice Zaoui ◽  
Pablo Tassi
Keyword(s):  
Machine Learning ◽  
Learning Algorithm ◽  
Machine Learning Algorithm ◽  
Interpretable Machine Learning ◽  
Non Linear

Application of interpretable machine learning models for the intelligent decision

2019 ◽  
Vol 333 ◽  
pp. 273-283 ◽  
Author(s):  
Yawen Li ◽  
Liu Yang ◽  
Bohan Yang ◽  
Ning Wang ◽  
Tian Wu
Keyword(s):  
Machine Learning ◽  
Learning Models ◽  
Interpretable Machine Learning ◽  
Intelligent Decision ◽  
Machine Learning Models

Interpretable Machine Learning to Forecast SEP Events for Solar Cycle 23

2021 ◽  
Author(s):  
Spiridon Kasapis ◽  
Lulu Zhao ◽  
Yang Chen ◽  
Xiantong Wang ◽  
Monica Bobra ◽  
...  
Keyword(s):  
Machine Learning ◽  
Solar Cycle ◽  
Interpretable Machine Learning ◽  
Solar Cycle 23
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