Discovering Bayesian Market Views for Intelligent Asset Allocation

Frank Z. Xing, Erik Cambria, Lorenzo Malandri, Carlo Vercellis. Discovering Bayesian Market Views for Intelligent Asset Allocation. In Ulf Brefeld, Edward Curry, Elizabeth Daly, Brian MacNamee, Alice Marascu, Fabio Pinelli, Michele Berlingerio, Neil Hurley, editors, Machine Learning and Knowledge Discovery in Databases - European Conference, ECML PKDD 2018, Dublin, Ireland, September 10-14, 2018, Proceedings, Part III. Volume 11053 of Lecture Notes in Computer Science, pages 120-135, Springer, 2018. [doi]

Abstract

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