SLSTM-Based Covariance Prediction and Its Application in Hierarchical Risk Parity Asset Allocation

Jiliang SHENG, Lanxi CHEN, Yan ZENG, Qi ZHOU

China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (4) : 1095-1120.

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China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (4) : 1095-1120. DOI: 10.12012/CJoE2024-0345

SLSTM-Based Covariance Prediction and Its Application in Hierarchical Risk Parity Asset Allocation

  • Jiliang SHENG1(), Lanxi CHEN1(), Yan ZENG2(), Qi ZHOU3,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2025, 5(4): 1095-1120 https://doi.org/10.12012/CJoE2024-0345

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