Machine Learning for Asset Management
Latest Publications

TOTAL DOCUMENTS

16

(FIVE YEARS 16)

H-INDEX

1

(FIVE YEARS 1)

Published By Wiley

9781786305442, 9781119751182

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Modeling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch11 ◽

2020 ◽

pp. 387-430

Author(s):

Marie Brière ◽

Charles‐Albert Lehalle ◽

Tamara Nefedova ◽

Amine Raboun

Keyword(s):

Bayesian Network ◽

Transaction Costs ◽

Partially Observable

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Forecasting Beta Using Machine Learning and Equity Sentiment Variables

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch7 ◽

2020 ◽

pp. 231-260

Author(s):

Alexei Jourovski ◽

Vladyslav Dubikovskyy ◽

Pere Adell ◽

Ravi Ramakrishnan ◽

Robert Kosowski

Keyword(s):

Machine Learning

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In Search of Return Predictability: Application of Machine Learning Algorithms in Tactical Allocation

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch2 ◽

2020 ◽

pp. 35-73

Author(s):

Kris Boudt ◽

Muzafer Cela ◽

Majeed Simaan

Keyword(s):

Machine Learning ◽

Learning Algorithms ◽

Return Predictability ◽

Machine Learning Algorithms

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Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi‐asset Multi‐factor Allocations

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch9 ◽

2020 ◽

pp. 329-368 ◽

Author(s):

Harald Lohre ◽

Carsten Rother ◽

Kilian Axel Schäfer

Keyword(s):

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List of Authors

Machine Learning for Asset Management ◽

10.1002/9781119751182.contrib ◽

2020 ◽

pp. 431-433

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Enhancing Alpha Signals from Trade Ideas Data Using Supervised Learning

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch5 ◽

2020 ◽

pp. 167-189

Author(s):

Georgios V. Papaioannou ◽

Daniel Giamouridis

Keyword(s):

Supervised Learning

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Front Matter

Machine Learning for Asset Management ◽

10.1002/9781119751182.fmatter ◽

2020 ◽

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The Artificial Intelligence Approach to Picking Stocks

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch4 ◽

2020 ◽

pp. 115-166

Author(s):

Riccardo Borghi ◽

Giuliano De Rossi

Keyword(s):

Artificial Intelligence ◽

Intelligence Approach ◽

Artificial Intelligence Approach

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Machine Learning Optimization Algorithms & Portfolio Allocation

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch8 ◽

2020 ◽

pp. 261-328

Author(s):

Sarah Perrin ◽

Thierry Roncalli

Keyword(s):

Machine Learning ◽

Optimization Algorithms ◽

Portfolio Allocation

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Portfolio Performance Attribution: A Machine Learning‐Based Approach

Machine Learning for Asset Management ◽

10.1002/9781119751182.ch10 ◽

2020 ◽

pp. 369-386

Author(s):

Ryan Brown ◽

Harindra de Silva ◽

Patrick D. Neal

Keyword(s):

Machine Learning ◽

Portfolio Performance ◽

Performance Attribution

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