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Portfolio risk management model based on machine learning

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DOI: 10.23977/ferm.2023.060910 | Downloads: 64 | Views: 528

Author(s)

Liu Yizheng 1

Affiliation(s)

1 University of International Business and Economics, Beijing, China

Corresponding Author

Liu Yizheng

ABSTRACT

This paper comprehensively analyzes many domestic and foreign literatures related to machine learning, financial risk management, the investment portfolio, etc. Domestic literature covers flood forecasting, portfolio construction and optimization, financial intelligence, and application of big data technology in hospital archives management. The foreign literature involves multi-factor semi-parameter distribution of investment portfolio, international practice and countermeasures of customs risk management, autonomous navigation technology based on machine learning and so on. From these literatures, it can be found that machine learning has shown a wide range of application prospects in flood forecasting, hospital archives management, e-commerce marketing and other fields. In terms of financial risk management and control, the research discusses internal control, financial fraud identification model, enterprise information construction and other strategies, as well as the application of big data technology in risk management. In addition, the research on portfolio construction and optimization focuses on the perspective of genetic algorithm and portfolio selection of multi-risk assets. At the same time, emerging fields based on big data technology are also mentioned in literature, such as the research status of plant factories, and the application of smart finance in internal control optimization and risk management in universities.[1]

KEYWORDS

Machine learning, financial risk management, portfolio optimization, big data technology

CITE THIS PAPER

Liu Yizheng, Portfolio risk management model based on machine learning. Financial Engineering and Risk Management (2023) Vol. 6: 70-76. DOI: http://dx.doi.org/10.23977/ferm.2023.060910.

REFERENCES

[1] Song Lujun. Portfolio construction and optimization: Investor preference and genetic algorithm perspective [J]. Economic Issues, 2023 (8): 60-66.
[2] Huang Guanglin, Lu Wanbo. Study of high-dimensional dynamic higher moments based on semi-parameter distribution of variable coefficients [J]. Management science in China, 2023 (19): 16-18.
[3] Yang Liuqing. Building enterprise internal control system and improving enterprise risk management practice thinking [J]. Tax payment, 2023, 17 (10): 106-108.
[4] Fan Jiaqi. Research on Financial Fraud Identification Model Based on Privacy Protection Machine Learning [D]. Chinese Academy of Fiscal Sciences, 2023.
[5] Ye Changhong. Analysis on the financial risk control of medical device enterprises [J]. Accounting study, 2023 (16): 28-30.

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