A semiparametric graphical modelling approach for large-scale equity selection (Q5001189)
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scientific article; zbMATH DE number 7372450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric graphical modelling approach for large-scale equity selection |
scientific article; zbMATH DE number 7372450 |
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A semiparametric graphical modelling approach for large-scale equity selection (English)
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16 July 2021
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equity selection
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machine learning
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graphical model
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rebalancing gains
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semiparametric methods
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elliptical copula
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stability selection
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Markowitz strategy
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