kaal:claim:3409548-007

Machine learning improves portfolio diversification by searching for instruments that are uncorrelated with each other and that still match the requirements of the target risk profile.

Source quote, verbatim

ML can help in accurate portfolio diversification by looking for uncorrelated instruments that match requirements of the risk profile.

From

Kaal, Financial Technology and Hedge Funds (2019), II. Financial Technology and Hedge Funds, p. 8
https://ssrn.com/abstract=3409548 · source PDF

Cite as

Kaal, Financial Technology and Hedge Funds (2019). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3409548

Holds when

portfolio construction against a defined risk profile

Classification

mechanismsupport: assertedai-and-agentssystemic-riskrisk-and-incentives

Verify

The quote above is an exact substring of the source PDF, whose sha256 is 74227ab2656b06bfe4a29c942fc2ba26df9f476917e0a9f85ec038b8c3402c40. Extraction method: pdf-text-layer.
Attestation record: colloquium/attestations/bd61b98246ceeaa7...json
Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/3409548-007.md | sha256sum