1/07/2022 Machine Learning & Artificial Intelligence Credit Factor Investing with Machine Learning techniques The most common models to assess asset returns are a linear combination of risk factors.
7/04/2022 Machine Learning & Artificial Intelligence Monitoring Narratives: an Application to the Equity Market In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...