activity
20242026
most citedSpectral Clustering for Directed Graphs via Likelihood Estimation on Stochastic Block Models

1 citations · 1 across the 6 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

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…