Search Results for author: Ruyan Tian

Found 1 papers, 0 papers with code

Asset Allocation via Machine Learning and Applications to Equity Portfolio Management

no code implementations1 Nov 2020 Qing Yang, Zhenning Hong, Ruyan Tian, Tingting Ye, Liangliang Zhang

In this paper, we document a novel machine learning based bottom-up approach for static and dynamic portfolio optimization on, potentially, a large number of assets.

BIG-bench Machine Learning Management +1

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