1 citations · 1 across the 4 of their papers we have counts for
4 papers
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
Maysam Khodayari Gharanchaei, Reza Babazadeh
Forming quantitative portfolios using statistical risk models presents a significant challenge for hedge funds and portfolio managers. This research investigates three distinct sta…
Constructing an Investment Fund through Stock Clustering and Integer Programming
Maysam Khodayari Gharanchaei, Prabhu Prasad Panda
This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lo…
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…
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…