Between Attention and Portfolio Adjustment: Insights from Machine Learning-based Risk Preference Assessment.
Xin LiArun RaiQingping SongSean Xin XuPublished in: ICIS (2023)
Keyphrases
- machine learning
- risk assessment
- portfolio management
- portfolio optimization
- data mining
- risk management
- pattern recognition
- learning problems
- learning tasks
- information extraction
- artificial intelligence
- data analysis
- risk factors
- decision making
- inductive learning
- text classification
- text mining
- natural language processing
- investment decisions
- user preferences
- visual attention
- support vector machine
- active learning
- multi attribute
- qualitative preferences
- efficient frontier
- learning algorithm
- var model
- portfolio selection
- risk analysis
- computer vision
- decision trees
- machine learning algorithms
- reinforcement learning
- multiple criteria
- preference relations
- high risk
- machine learning approaches
- computer science
- neural network
- assessment process
- individual preferences
- semi supervised learning
- computational intelligence
- asset allocation
- portfolio theory