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]
@inproceedings{ZhangYC20-5,
title = {Explainable Machine Learning for Regime-Based Asset Allocation},
author = {Ruoyun Zhang and Chao Yi and Yixin Chen},
year = {2020},
doi = {10.1109/BigData50022.2020.9378332},
url = {https://doi.org/10.1109/BigData50022.2020.9378332},
researchr = {https://researchr.org/publication/ZhangYC20-5},
cites = {0},
citedby = {0},
pages = {5480-5485},
booktitle = {IEEE International Conference on Big Data, Big Data 2020, Atlanta, GA, USA, December 10-13, 2020},
editor = {Xintao Wu and Chris Jermaine and Li Xiong 0001 and Xiaohua Hu 0001 and Olivera Kotevska and Siyuan Lu and Weija Xu and Srinivas Aluru and ChengXiang Zhai and Eyhab Al-Masri and Zhiyuan Chen 0003 and Jeff Saltz 0001},
publisher = {IEEE},
isbn = {978-1-7281-6251-5},
}