3 papers
q-fin.PM2025
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach
Arishi Orra, Aryan Bhambu, Himanshu Choudhary +2
Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Rein…
stat.ML2024
Some variation of COBRA in sequential learning setup
Aryan Bhambu, Arabin Kumar Dey
This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific dat…
stat.ME2022
Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network
Aryan Bhambu, Arabin Kumar Dey
In this paper we propose a novel procedure to construct a confidence interval for multivariate time series predictions using long short term memory network. The construction uses a…