{
 "@context": "https://schema.org",
 "@type": "Claim",
 "@id": "https://wulfkaal.github.io/claims/3409548-007",
 "identifier": "kaal:claim:3409548-007",
 "text": "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.",
 "author": {
  "@type": "Person",
  "name": "Wulf A. Kaal",
  "identifier": "https://orcid.org/0009-0008-7840-1847"
 },
 "citation": "Kaal, Financial Technology and Hedge Funds (2019). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3409548",
 "isBasedOn": {
  "@type": "ScholarlyArticle",
  "name": "Financial Technology and Hedge Funds",
  "datePublished": "2019",
  "url": "https://ssrn.com/abstract=3409548",
  "sha256": "74227ab2656b06bfe4a29c942fc2ba26df9f476917e0a9f85ec038b8c3402c40",
  "encoding": "https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20-%202019%20-%20Financial%20Technology%20and%20Hedge%20Funds.pdf"
 },
 "keywords": [
  "ai-and-agents",
  "systemic-risk",
  "risk-and-incentives"
 ],
 "about": [
  "machine-learning",
  "diversification",
  "portfolio-construction",
  "risk-profile"
 ],
 "abstract": "ML can help in accurate portfolio diversification by looking for uncorrelated instruments that match requirements of the risk profile.",
 "additionalProperty": [
  {
   "@type": "PropertyValue",
   "name": "claim_type",
   "value": "mechanism"
  },
  {
   "@type": "PropertyValue",
   "name": "confidence",
   "value": "asserted"
  },
  {
   "@type": "PropertyValue",
   "name": "scope_conditions",
   "value": [
    "portfolio construction against a defined risk profile"
   ]
  },
  {
   "@type": "PropertyValue",
   "name": "is_failure_mode",
   "value": false
  },
  {
   "@type": "PropertyValue",
   "name": "attestations",
   "value": "https://wulfkaal.github.io/colloquium/attestations/bd61b98246ceeaa7ab64af6d29f80534a196bac60d733b752b4bbc4110a7424f.json"
  },
  {
   "@type": "PropertyValue",
   "name": "edges",
   "value": []
  }
 ],
 "isPartOf": {
  "@id": "https://wulfkaal.github.io/claims/index.json"
 },
 "dateModified": "2026-07-27",
 "version": "1.0",
 "sha256": "bd61b98246ceeaa7ab64af6d29f80534a196bac60d733b752b4bbc4110a7424f",
 "canonicalForm": "https://wulfkaal.github.io/claims/3409548-007.md"
}