Applied mathematics and machine learning for optimal portfolio allocation

• المؤلف الرئيسي: Suresh Babu, Vignesh Raja
• مؤلفون آخرون: Wong Jia Yiing, Patricia
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2024
• الموضوعات: Engineering; Portfolio allocation
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/176941
• المؤسسة: Nanyang Technological University

This research explores asset allocation techniques, leveraging mathematical methods to optimise and analyse equity portfolios for the Singapore Exchange (SGX). From 2003 to the first quarter of 2024, the study implements and compares four allocation models alongside Fama-French three-factor and f...