When Bayes-Stein Meets Machine Learning: A Generalized Approach for Portfolio Optimization

Mathematics

• Portfolio Optimization 100%
• Machine Learning 79%
• Bayes 77%
• Elastic Net 53%
• Component Model 46%
• Asset Allocation 32%
• Strategy 25%
• Parameter Uncertainty 24%
• Estimation Error 21%
• Inverse matrix 21%
• Framework 20%
• Empirical Study 20%
• Shrinkage 20%
• Model 17%
• Clustering 17%
• Covariance matrix 16%
• Graphics 15%
• Demonstrate 10%
• Performance 10%

Business & Economics

• Machine Learning 95%
• Portfolio Optimization 76%
• Shrinkage 19%
• Parameter Uncertainty 18%
• Mean-variance Portfolios 18%
• Estimation Error 18%
• Learning Methods 18%
• Allocation Rules 17%
• Covariance Matrix 16%
• Asset Allocation 15%
• Asset Returns 15%
• Clustering 13%
• Empirical Study 9%
• Performance 5%
• Factors 5%