Arthur Le Manach

CentraleSupélec

Labo M.A.S

Grande Voie des Vignes

Châtenay-Malabry CEDEX, 92295

France

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Integration of Macroeconomic Data into Multi-Asset Allocation with Machine Learning Techniques

Number of pages: 25 Posted: 27 May 2020

Amine Abouseir, Arthur Le Manach, Mohamed El Mennaoui and Ban Zheng

CentraleSupélec, CentraleSupélec, University of Paris-Saclay - CentraleSupélec and Ecole Polytechnique

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