Details about Weidong Lin
Access statistics for papers by Weidong Lin.
Last updated 2024-08-11. Update your information in the RePEc Author Service.
Short-id: pli1588
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Journal Articles
Working Papers
2023
- Machine Learning Based Portfolio Selection Under Systemic Risk
Working Papers, University of Liverpool, Department of Economics
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- Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach
Working Papers, University of Liverpool, Department of Economics 
See also Journal Article Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach, International Journal of Forecasting, Elsevier (2024)
(2024)
2022
- Portfolio Selection Under Systemic Risk
Working Papers, University of Liverpool, Department of Economics
Journal Articles
2024
- Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach
International Journal of Forecasting, 2024, 40, (3), 1179-1188 
See also Working Paper Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach, Working Papers (2023)
(2023)