Asset allocation based on AdaBoost ensemble algorithm and the Black-Litterman model

YAO Haixiang, LI Xiaoxin, FANG Yong

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (11) : 3182-3196.

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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (11) : 3182-3196. DOI: 10.12011/SETP2022-0350

Asset allocation based on AdaBoost ensemble algorithm and the Black-Litterman model

  • YAO Haixiang1,2,3, LI Xiaoxin1, FANG Yong4,5
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(11): 3182-3196 https://doi.org/10.12011/SETP2022-0350

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