To address this, we adapt two machine learning methods, regularization and cross-validation, for portfolio optimization. First, we introduce performance-based regularization (PBR), where the idea is ...
Machine learning methods enable computers to learn without being explicitly programmed and have multiple applications, for example, in the improvement of data mining algorithms. The accuracy of ...
today announced it has developed an innovative new methodology to conduct investment portfolio risk calculations and produce predictive analytics, based on advanced machine learning capability.