2 papers
q-fin.PM2024
Quantitative Investment Diversification Strategies via Various Risk Models
Maysam Khodayari Gharanchaei, Prabhu Prasad Panda, Xilin Chen
This paper focuses on the developing of high-dimensional risk models to construct portfolios of securities in the US stock exchange. Investors seek to gain the highest profits and…
q-fin.PM2024
Application of Deep Learning for Factor Timing in Asset Management
Prabhu Prasad Panda, Maysam Khodayari Gharanchaei, Xilin Chen +1
The paper examines the performance of regression models (OLS linear regression, Ridge regression, Random Forest, and Fully-connected Neural Network) on the prediction of CMA (Conse…