The new frontier of personalized portfolio management: quantitative methods with LangChain

• 主要作者: Cheam, Caleb Zhong Wei
• 其他作者: Ng Wee Keong
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2024
• 主題: Computer and Information Science; Mathematical Sciences; Monte Carlo; Portfolio optimization; Risk management
• 在線閱讀: https://hdl.handle.net/10356/175212

This paper explores the integration of advanced computational techniques and Large Language Models (LLMs) in portfolio management, aiming to overcome the limitations of traditional robo-advisors and mean-variance optimization (MVO). We present a novel framework that incorporates Monte Carlo simulati...