Domingo Ramírez, José Manuel Peña, Fernando Suárez, Omar Larré, Arturo Cifuentes. A Machine Learning Plus-Features Based Approach for Optimal Asset Allocation. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 549-556, ACM, 2023. [doi]
Abstract is missing.