Black-Litterman Portfolio Optimization Using Gaussian Process Regression.
| Autor: | Zhen Li1 408053275@qq.com, Changfei Li2 992604400@qq.com, Liangyu Min3 21220001@sbs.edu.cn, Dijia Lin4 dijialin@163.sufe.edu.cn |
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| Zdroj: | IAENG International Journal of Applied Mathematics. Dec2023, Vol. 53 Issue 4, p1471-1476. 6p. |
| Databáze: | Academic Search Ultimate |
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