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
盛积良, 陈兰兮, 曾燕, 周骐
SLSTM-Based Covariance Prediction and Its Application in Hierarchical Risk Parity Asset Allocation
Jiliang SHENG, Lanxi CHEN, Yan ZENG, Qi ZHOU
计量经济学报
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2025, (4): 1095
-1120
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DOI: 10.12012/CJoE2024-0345
