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

• المؤلف الرئيسي: Cheam, Caleb Zhong Wei
• مؤلفون آخرون: Ng Wee Keong
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2024
• الموضوعات: Computer and Information Science; Mathematical Sciences; Monte Carlo; Portfolio optimization; Risk management
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/175212
• المؤسسة: Nanyang Technological University

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...