Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes

Piotr Pomorski, Denise Gorse. Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. In Giuseppe Nicosia, Varun Ojha 0001, Emanuele La Malfa, Gabriele La Malfa, Panos M. Pardalos, Renato Umeton, editors, Machine Learning, Optimization, and Data Science - 9th International Conference, LOD 2023, Grasmere, UK, September 22-26, 2023, Revised Selected Papers, Part II. Volume 14506 of Lecture Notes in Computer Science, pages 94-108, Springer, 2023. [doi]

Abstract

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