Publication2023
Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets
The record
- Type
- Publication
- Date
- 1 April 2023
- Level
- National
- Journal
- Engineering Applications of Artificial Intelligence
- Volume
- 120
- Published
- 1 April 2023
- DOI
- 10.1016/j.engappai.2023.105843
- Scopus ID
- 85146874760
- ISSN
- 09521976
- Authors
- 4
- Open access
- No
- Citations
- 125
- International co-authorship
- No
- Co-author countries
- IN
Classification
Every label below carries the reasoning it was assigned on, the confidence band it was assigned in, and what produced it. The rubric is published.
UN Sustainable Development Goals
8 Promote sustained, inclusive and sustainable economic growth, full and productive employment and decent work for all
Mean-VaR portfolio optimization using machine learning regression on multinational stock exchanges improves risk-adjusted returns and economic decision-making efficiency.
- Moderate confidence
- The alignment is plausible and defensible but rests on an assumption a reasonable reviewer could decline. Published, and surfaced in the review queue for a human to confirm or override.
- Judged
- Judged against the published classification rubric, under the rubric and prompt versions recorded with the run that produced it.
- Produced by
- claude-haiku-4-5-20251001, under kortex-publication-v1
Viksit Bharat @2047
vb-2.6 Entrepreneurship, MSMEs and employment
Financial market prediction and portfolio optimization support entrepreneurship and economic growth.
- Produced by
- claude-haiku-4-5-20251001, under kortex-publication-v1
Each label above carries the instrument and the version that produced it. How each classification is reached.
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- 1
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Citing this record
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KIIT Deemed to be University. “Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets”. Kortex.