Merlin Bartel, M.Sc.

Since its birth in the 1950ies, portfolio optimization has suffered from errors regarding the esti-mation of the input parameters (Michaud, 1989). To overcome the resulting underperformance, recent ... more ...

With increasing computing power, advanced algorithms and growing data resources, machine learning methods are increasingly applied in various scientific domains. Deviating from other research fields, ... more ...