An analysis of machine learning risk factors and risk parity portfolio optimization

• Liyun Wu,

  Roles Investigation, Resources, Supervision, Writing – review & editing

  Affiliation School of Trade and Economics, Shanghai Urban Construction Vocational College, Shanghai, PR China

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• Muneeb Ahmad ,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Resources, Software

  * E-mail: muneeb112@gmail.com

  Affiliation School of Finance, Jiangxi University of Finance and Economics, Nanchang, Jiangxi, China

  https://orcid.org/0000-0002-0606-0982

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• Salman Ali Qureshi,

  Roles Conceptualization, Methodology, Validation, Writing – review & editing

  Affiliation Department of Business Administration, Allama Iqbal Open University, Islamabad, Pakistan

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• Kashif Raza,

  Roles Data curation, Resources, Visualization, Writing – review & editing

  Affiliation Division of Management and Administrative Sciences, UE Business School, University of Education Lahore, Lahore, Pakistan

  https://orcid.org/0000-0002-2622-3208

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• Yousaf Ali Khan

  Roles Methodology, Software, Supervision, Visualization, Writing – original draft

  Affiliation Department of Mathematics and Statistics, Hazara University Mansehra, Mansehra, Pakistan

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