Signal Processing in Finance: Portfolio Optimization with Robust Estimation

Georg Weissinger

Research output: ThesisMaster's / Diploma thesis

Original languageGerman (Austria)
Supervisors/Reviewers
  • Lunglmayr, Michael, Supervisor
  • Baumgartner, Stefan, Co-supervisor
Publication statusPublished - Dec 2023

Fields of science

  • 102019 Machine learning
  • 202022 Information technology
  • 202037 Signal processing

JKU Focus areas

  • Digital Transformation

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