???????HADAPS??????? : Hierarchical Adaptive Multi-Asset Portfolio Selection

Kim, J; Choi, D; Gim, M; Kang, JW

Kang, JW (通讯作者),Korea Univ, Dept Comp Sci & Engn, Seoul 02841, South Korea.

IEEE ACCESS, 2023; 11 (): 73394

Abstract

Multi-asset portfolio selection is an asset allocation strategy involving a variety of assets. Adaptive investment strategies which consider the dynam......

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