The new frontier of personalized portfolio management: quantitative methods with LangChain
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...
Saved in:
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: | |
在線閱讀: | https://hdl.handle.net/10356/175212 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Nanyang Technological University |
語言: | English |
相似書籍
相似書籍
-
DYNAMIC OPTIMAL PORTFOLIO WITH LEARNING IN UNOBSERVABLE FACTOR MODELS
由: ASHRI PUTRI RAHADI
出版: (2018) -
Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.
由: Sarayut Nathapana, et al.
出版: (2015) -
Multi-project interactive effect on optimal development timing strategy
由: HUANG YINGYING
出版: (2010) -
QUANTITATIVE RISK ANALYSIS FOR FIRE IN URBAN ROAD TUNNELS
由: QU XIAOBO
出版: (2012) -
HEDGING CURRENCY RISK IN PORTFOLIO OF INTERNATIONAL REAL ESTATE INVESTMENTS: ARTIFICIAL HEDGE OR NATURAL HEDGE?
由: CHONG AI-LI JAQUELINE
出版: (2021)