2 papers
cs.CE2025
A Deep Learning Framework for Medium-Term Covariance Forecasting in Multi-Asset Portfolios
Pedro Reis, Ana Paula Serra, João Gama
Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting m…
q-fin.GN2025
The Role of Deep Learning in Financial Asset Management: A Systematic Review
Pedro Reis, Ana Paula Serra, João Gama
This review systematically examines deep learning applications in financial asset management. Unlike prior reviews, this study focuses on identifying emerging trends, such as the i…