MétaCan
Menu
Back to cohort
Record W4297158746 · doi:10.3390/jrfm15100427

Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures

2022· article· en· W4297158746 on OpenAlexaffvenue
Sulalitha Bowala, Japjeet Singh

Bibliographic record

VenueJournal of risk and financial management · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsCryptocurrencyPortfolioPortfolio optimizationKurtosisEconometricsExpected shortfallSkewnessSpectral risk measureValue at riskComputer scienceRisk measureVolatility (finance)EconomicsActuarial scienceRisk managementFinancial economicsStatisticsMathematicsFinance

Abstract

fetched live from OpenAlex

Portfolio risk management plays an important role in successful investments. Portfolio standard deviation, value-at-risk, expected shortfall, and maximum absolute deviation are widely used portfolio risk measures. However, the existing portfolio risk measures are vulnerable to larger skewness and kurtosis of the asset returns. Moreover, the traditional assumption of normality of the portfolio returns leads to the underestimation of portfolio risk. Cryptocurrencies are a decentralized digital medium of exchange. In contrast to physical money, cryptocurrency payments exist purely as digital entries on an online ledger called blockchain that describe specific transactions. Due to the high volume and high frequency of cryptocurrency transactions, risk forecasting using daily data is not enough, and a high-frequency analysis is required. High-frequency data reveal a very high excess kurtosis and skewness for returns of cryptocurrencies. In order to incorporate larger skewness and kurtosis of the cryptocurrencies, a data-driven portfolio risk measure is minimized to obtain the optimal portfolio weights. A recently proposed data-driven volatility forecasting approach with daily data are used to study risk forecasting for cryptocurrencies with high-frequency (hourly) big data. The paper emphasizes the superiority of portfolio selection of cryptocurrencies by minimizing the recently proposed risk measure over the traditional minimum variance portfolio.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.003
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.008
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.232
Teacher spread0.186 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations14
Published2022
Admission routes2
Has abstractyes

Explore more

Same venueJournal of risk and financial managementSame topicFinancial Markets and Investment StrategiesFrench-language works237,207