2 papers
cs.CE2025
Modeling Market States with Clustering and State Machines
Christian Oliva, Silviu Gabriel Tinjala
This work introduces a new framework for modeling financial markets through an interpretable probabilistic state machine. By clustering historical returns based on momentum and ris…
cs.CE2025
Multi-objective Portfolio Optimization Via Gradient Descent
Christian Oliva, Pedro R. Ventura, Luis F. Lago-Fernández
Traditional approaches to portfolio optimization, often rooted in Modern Portfolio Theory and solved via quadratic programming or evolutionary algorithms, struggle with scalability…