{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/machine-learning-in-asset-management-part-2","title":"Machine Learning in Asset Management—Part 2: Portfolio Construction—Weight Optimization. The Journal of Financial Data Science","arxiv_id":null,"date":"2020-03-26","proceeding":"Journal of Financial Data Science 2020 3","authors":["Dr Derek Snow"],"abstract":"This is the second in a series of articles dealing with machine learning in asset management. This article focuses on portfolio weighting using machine learning. Following from the previous article (Snow 2020), which looked at trading strategies, this article identifies different weight optimization methods for supervised, unsupervised, and reinforcement learning frameworks. In total, seven submethods are summarized with the code made available for further exploration.","url_abs":"https://jfds.pm-research.com/content/2/2/17/tab-article-info","url_pdf":"https://vixra.org/abs/2003.0581","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"machine-learning-in-asset-management-part-2","repo_url":"https://github.com/firmai/machine-learning-asset-management","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"articles","task_name":"Articles"},{"task_slug":"asset-management","task_name":"Asset Management"},{"task_slug":"machine-learning","task_name":"BIG-bench Machine Learning"},{"task_slug":"management","task_name":"Management"},{"task_slug":"reinforcement-learning","task_name":"Reinforcement Learning"},{"task_slug":"reinforcement-learning-1","task_name":"Reinforcement Learning (RL)"},{"task_slug":"reinforcement-learning-2","task_name":"reinforcement-learning"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}