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

• Main Author: Cheam, Caleb Zhong Wei
• Other Authors: Ng Wee Keong
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Mathematical Sciences; Monte Carlo; Portfolio optimization; Risk management
• Online Access: https://hdl.handle.net/10356/175212
• Institution: 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...