| Paper: | SS-P2.2 |
| Session: | Financial Signal Processing and Machine Learning for Electronic Trading |
| Location: | Poster Area B |
| Session Time: | Wednesday, March 23, 08:30 - 10:30 |
| Presentation Time: | Wednesday, March 23, 08:30 - 10:30 |
| Presentation: |
Poster
|
| Topic: |
Special Sessions: Financial Signal Processing and Machine Learning for Electronic Trading |
| Paper Title: |
Portfolio Optimization with Asset Selection and Risk Parity Control |
| Authors: |
Yiyong Feng, Daniel P. Palomar, Hong Kong University of Science and Technology, Hong Kong SAR of China |
