Ein Blog der ZHAW Zürcher Hochschule für Angewandte Wissenschaften
In this article, the authors construct a pipeline to benchmark hierarchical risk parity (HRP) relative to equal risk contribution (ERC) as examples of diversification strategies allocating to liquid multi-asset futures markets with dynamic leverage (volatility target). The authors use interpretable machine learning concepts (explainable AI) to compare the robustness of the strategies and to back […]
CLAIRE seeks to strengthen European excellence in AI research and innovation. Its extensive network forms a pan-European Confederation of Laboratories for Artificial Intelligence Research in Europe. CLAIRE was launched in 2018 as a bottom-up initiative by the European AI community and aims for “brand recognition” similar to CERN.
The financial sector is the largest user of digital technologies and a major driver in the digital transformation of the economy. Financial technology (FinTech) aims to both compete with and support the established financial industry in the delivery of financial services. Globally, more than $100 billion of investments have been made into FinTech companies and […]
