Project Details
Chinese Project Title
个人化投资的统计机器学习
| Status | Finished |
|---|---|
| Effective start/end date | 1/09/18 → 31/08/21 |
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Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
Research output
- 1 Journal Article
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High-dimensional minimum variance portfolio estimation based on high-frequency data
Cai, T. T., Hu, J., Li, Y. & Zheng, X., Feb 2020, In: Journal of Econometrics. 214, 2, p. 482-494 13 p.Research output: Contribution to journal › Journal Article › peer-review
40 Link opens in a new tab Citations (Scopus)