Risk Profiles of Financial Service Portfolio for Women Segment Using Machine Learning Algorithms.
Jessica Ivonne Lozano-MedinaLaura Hervert-EscobarNeil Hernández-GressPublished in: ICCS (7) (2020)
Keyphrases
- machine learning algorithms
- portfolio optimization
- portfolio management
- risk management
- investment decisions
- benchmark data sets
- decision making
- learning algorithm
- machine learning
- learning problems
- predictive accuracy
- decision trees
- sharpe ratio
- portfolio selection
- machine learning methods
- stock market
- risk analysis
- var model
- input features
- financial data
- random forests
- learning tasks
- financial risk
- machine learning models
- stock price
- stock index futures
- machine learning approaches
- credit risk
- web services
- financial crisis
- portfolio theory
- data sets
- robust optimization
- investment strategies
- learning models
- statistical machine learning
- prediction accuracy
- transaction costs