Enhancing Markowitz's portfolio selection paradigm with machine learning
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DOI: 10.1007/s10479-024-06257-1
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More about this item
Keywords
Machine learning; Signal generation; Feature selection; Portfolio optimization; Generative Language models; Natural language processing;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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