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AI For Alpha
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Volatility targeting, Supervised learning, Best ordering, Model-based and Portfolio allocation, Walk-forward and Features selection.
Decoding, risk management
Deep Reinforcement Learning, Portfolio Allocation
deep reinforcement learning, portfolio allocation, risk-adjusted return, Sharpe ratio, financial markets
Machine Learning, GBDT
regime changes, regime detection, machine learning
market crash, GBDT, Shapley
Marginal contribution, Sharpe, Treynor, recovery and incremental Sharpe ratio, portfolio analysis
Omega ratio, Sharpe ratio, normal distribution, elliptical distribution
CMA ES, Bayesian, conjugate prior, normal Wishart, normal inverse Wishart, mixture models
LLMs, NLP, Sentiment Analysis
Large Language Models, GPT, sentiment
Graphical Models, Portfolio allocation
chatGPT, GPT, Sentiment, LLMs
sentiment analysis, ChatGPT, stock exchange, financial news
Market stress, Volatility, News sentiment, Investment strategy
ChatGPT, Sentiment Indicator, GPT
Geary Theorem, Levy Cramer Theorem, Independence Between Sample Mean and Variance
C12, G11
LLMs, Quantile distance
Graphical Models, portfolio replication, investor preferences
Imbalanced data
Financial time series, Tail events, Imbalanced data, Feature selection, Data augmentation
Safe assets, Private equity replication, Liquidity, AI in finance, Systemic trust, Risk transformation
Machine Learning
GPT-3.5, GPT-4, LLMs, Bagging, Condorcet Jury theorem, Advantage, Independence of LLMs models
Private equity funds replication, Liquid assets, Performance improvement, Decoding, Machine Learning
