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Posts Tagged ‘ asset allocation model ’

Self-Organizing Maps for Selecting Hedge Funds

Oct 9th, 2018 | Filed under: Performance, Analytics & Metrics, Hedge Fund Strategies, Newly Added, Asset allocation, Benchmarking & Performance Attribution, Asset Allocation Models, The A.I. Industry, Risk Management Strategies & Processes, Hedge Funds, Allocating to A.I.

A new paper by Claus Huber, of Rodex Risk Advisers, looks at machine learning for risk analysis, working especially from the “self-organizing maps” associated with Finnish Professor Teuvo Kohonen. A SOM is a low-dimensional representation of input space (thinking of it as two dimensional makes the “map” analogy intuitive, andRead More