Applied mathematics and machine learning for optimal portfolio allocation
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...
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Format: | Final Year Project |
Language: | English |
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Nanyang Technological University
2024
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Online Access: | https://hdl.handle.net/10356/176941 |
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Institution: | Nanyang Technological University |
Language: | English |