中国科学院数学与系统科学研究院期刊网
CJE
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, (4): 1095 -1120 .  DOI: 10.12012/CJoE2024-0345