A risk management approach mixing machine learning signals via entropy pooling
Guarino, Vanessa Emanuela (A.A. 2017/2018) A risk management approach mixing machine learning signals via entropy pooling. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 127. [Master's Degree Thesis]
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Abstract/Index
Foreword. Bayesian applications to the investment management process. The entropy pooling approach. Analytical framework. The reference model. Views. Posterior distribution. Confidence pooling.
References
Bibliografia: pp. 97-100.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset management |
| Thesis Supervisor: | Cybo-Ottone, Alberto Adolfo |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2017/2018 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Aug 2019 10:17 |
| Last Modified: | 01 Aug 2019 10:17 |
| URI: | https://tesi.luiss.it/id/eprint/24329 |
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