An analysis of machine learning risk factors and risk parity portfolio optimization.

Many academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio's risk into risk factor comm...

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Main Authors: Liyun Wu, Muneeb Ahmad, Salman Ali Qureshi, Kashif Raza, Yousaf Ali Khan
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2022-01-01
Series:PLoS ONE
Online Access:https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0272521&type=printable
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author Liyun Wu
Muneeb Ahmad
Salman Ali Qureshi
Kashif Raza
Yousaf Ali Khan
author_facet Liyun Wu
Muneeb Ahmad
Salman Ali Qureshi
Kashif Raza
Yousaf Ali Khan
author_sort Liyun Wu
collection DOAJ
description Many academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio's risk into risk factor commitments. There is a more vulnerable relationship between commonly used trademarked portfolios and neural organizations based on variables than famous dimensionality decrease strategies, as we have found. Machine learning methods also generate covariance and portfolio weight structures that are more difficult to assess. The least change portfolios outperform simpler benchmarks in minimizing risk. During periods of high instability, risk-adjusted returns are present, and these effects are amplified for investors with greater sensitivity to chance changes in returns R.
format Article
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institution DOAJ
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language English
publishDate 2022-01-01
publisher Public Library of Science (PLoS)
record_format Article
series PLoS ONE
spelling doaj-art-0b040f2da65c4c6c8fb3ecbc7bac5e0b2025-08-20T02:57:54ZengPublic Library of Science (PLoS)PLoS ONE1932-62032022-01-01179e027252110.1371/journal.pone.0272521An analysis of machine learning risk factors and risk parity portfolio optimization.Liyun WuMuneeb AhmadSalman Ali QureshiKashif RazaYousaf Ali KhanMany academics and experts focus on portfolio optimization and risk budgeting as a topic of study. Streamlining a portfolio using machine learning methods and elements is examined, as well as a strategy for portfolio expansion that relies on the decay of a portfolio's risk into risk factor commitments. There is a more vulnerable relationship between commonly used trademarked portfolios and neural organizations based on variables than famous dimensionality decrease strategies, as we have found. Machine learning methods also generate covariance and portfolio weight structures that are more difficult to assess. The least change portfolios outperform simpler benchmarks in minimizing risk. During periods of high instability, risk-adjusted returns are present, and these effects are amplified for investors with greater sensitivity to chance changes in returns R.https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0272521&type=printable
spellingShingle Liyun Wu
Muneeb Ahmad
Salman Ali Qureshi
Kashif Raza
Yousaf Ali Khan
An analysis of machine learning risk factors and risk parity portfolio optimization.
PLoS ONE
title An analysis of machine learning risk factors and risk parity portfolio optimization.
title_full An analysis of machine learning risk factors and risk parity portfolio optimization.
title_fullStr An analysis of machine learning risk factors and risk parity portfolio optimization.
title_full_unstemmed An analysis of machine learning risk factors and risk parity portfolio optimization.
title_short An analysis of machine learning risk factors and risk parity portfolio optimization.
title_sort analysis of machine learning risk factors and risk parity portfolio optimization
url https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0272521&type=printable
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