2 papers
q-fin.PM2026
Designing Agentic AI-Based Screening for Portfolio Investment
Mehmet Caner, Agostino Capponi, Nathan Sun +1
We introduce a new agentic artificial intelligence (AI) platform for portfolio management. Our architecture consists of three layers. First, two large language model (LLM) agents a…
stat.ML2022
Deep Learning Based Residuals in Non-linear Factor Models: Precision Matrix Estimation of Returns with Low Signal-to-Noise Ratio
Mehmet Caner, Maurizio Daniele
This paper introduces a consistent estimator and rate of convergence for the precision matrix of asset returns in large portfolios using a non-linear factor model within the deep l…