首页|New Machine Learning Study Findings Have Been Reported by Investigators at Unive rsity of Liverpool (Portfolio Selection Under Non-gaussianity and Systemic Risk: a Machine Learning Based Forecasting Approach)
New Machine Learning Study Findings Have Been Reported by Investigators at Unive rsity of Liverpool (Portfolio Selection Under Non-gaussianity and Systemic Risk: a Machine Learning Based Forecasting Approach)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning DailyNews Daily News – Investigators discuss new findings in Machine Learning. According to news reportingout of Liverpool, United Kingdom, by NewsRx editors, research stated, “The Sharpe-ratio-maximizingportfolio becom es questionable under non-Gaussian returns, and it rules out, by construction, s ystemicrisk, which can negatively affect its out-of-sample performance. In the present work, we develop a newperformance ratio that simultaneously addresses t hese two problems when building optimal portfolios.”
LiverpoolUnited KingdomEuropeCybor gsEmerging TechnologiesMachine LearningUniversity of Liverpool
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