Explainable Machine Learning for Regime-Based Asset Allocation

Ruoyun Zhang, Chao Yi, Yixin Chen. Explainable Machine Learning for Regime-Based Asset Allocation. In Xintao Wu, Chris Jermaine, Li Xiong 0001, Xiaohua Hu 0001, Olivera Kotevska, Siyuan Lu, Weija Xu, Srinivas Aluru, ChengXiang Zhai, Eyhab Al-Masri, Zhiyuan Chen 0003, Jeff Saltz 0001, editors, IEEE International Conference on Big Data, Big Data 2020, Atlanta, GA, USA, December 10-13, 2020. pages 5480-5485, IEEE, 2020. [doi]

Authors

Ruoyun Zhang

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Chao Yi

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Yixin Chen

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