Quant Letter: August 2023, Week 4
Weekly quantitative finance newsletter
ArXiv
Finance
Financial Network Learning for Momentum Strategies: The L2GMOM machine learning framework enhances portfolio profitability and risk management by learning financial networks and optimizing trading signals. (2023-08-23, shares: 7)
Time-Inconsistent Portfolio Optimization with Stocks: A proposed machine learning algorithm for portfolio optimiza…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.