PDF(1467 KB)
PDF(1467 KB)
PDF(1467 KB)
基于 SLSTM 的协方差预测及其在分层风险平价资产配置中的应用
), 陈兰兮1(), 曾燕2(), 周骐3,*()
SLSTM-Based Covariance Prediction and Its Application in Hierarchical Risk Parity Asset Allocation
), Lanxi CHEN1(), Yan ZENG2(), Qi ZHOU3,*()
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