1/12/2021 Asset Pricing & Behavioural Finance Graph Neural Networks for Asset Management In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.
30/09/2019 Asset Pricing & Behavioural Finance Forecasting Combination: An Application For Exchange Rates This paper tries to forecast exchange rates by comparing forecasting methods that take into account cointegration and methods that do not.
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....