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q-fin.ST2025
(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies
Daniel Cunha Oliveira, Grover Guzman, Nick Firoozye
Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio op…
q-fin.PM2025
Tactical Asset Allocation with Macroeconomic Regime Detection
Daniel Cunha Oliveira, Dylan Sandfelder, André Fujita +2
This paper extends the tactical asset allocation literature by incorporating regime modeling using techniques from machine learning. We propose a novel model that classifies curren…