Brandon Da Silva

OPTrust

1 Adelaide Street East

Toronto, Ontario M5C 3A7

Canada

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Deep Learning for Global Tactical Asset Allocation

Number of pages: 17 Posted: 11 Nov 2018 Last Revised: 03 Mar 2019
Gaurav Chakravorty, Ankit Awasthi and Brandon Da Silva
Qplum, Qplum and OPTrust
Downloads 800 (29,053)

Abstract:

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Tactical Asset Allocation, Neural Networks, Deep Learning, Regime Detection, Portfolio Construction