Image de couverture de livre

Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Li, Jinhui, Xie, Wenjia, Seco, Luis
Format:	Preprint
Publié:	2025
Sujets:	Portfolio Management Statistics Theory
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Mitigating Extremal Risks: A Network-Based Portfolio Strategy
par: Hui, Qian, et autres
Publié: (2024)

Volatility Depends on Market Trades and Macro Theory
par: Olkhov, Victor
Publié: (2020)

Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks
par: Hui, Qian, et autres
Publié: (2025)

On a multivariate extension for Copula-based Conditional Value at Risk
par: Barreto, Andres Mauricio Molina
Publié: (2025)

Two is better than one: Regularized shrinkage of large minimum variance portfolio
par: Bodnar, Taras, et autres
Publié: (2022)

Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
par: Deng, Qi
Publié: (2024)

Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
par: Yang, Parley R, et autres
Publié: (2024)

Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy
par: Lu, Yonghe, et autres
Publié: (2024)

PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
par: Zhao, Siqiao, et autres
Publié: (2024)

Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
par: Lamrani, Lamia, et autres
Publié: (2025)

The Elasticity of Quantitative Investment
par: Davis, Carter
Publié: (2023)

Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
par: Shu, Yizhan, et autres
Publié: (2024)

Correlation without Factors in Retail Cryptocurrency Markets
par: Giller, Graham L.
Publié: (2024)

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
par: Li, Jing, et autres
Publié: (2025)

Aligning Language Models with Investor and Market Behavior for Financial Recommendations
par: Spadea, Fernando, et autres
Publié: (2025)

Sparse spanning portfolios and under-diversification with second-order stochastic dominance
par: Arvanitis, Stelios, et autres
Publié: (2024)

Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
par: Alexander, Nolan, et autres
Publié: (2024)

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
par: Chen, Yuling Max, et autres
Publié: (2025)

Navigating Uncertainty in ESG Investing
par: Zhang, Jiayue, et autres
Publié: (2023)

An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
par: de Vilmarest, Joseph, et autres
Publié: (2023)

Portfolio Analysis in High Dimensions with TE and Weight Constraints
par: Caner, Mehmet, et autres
Publié: (2024)

Longitudinal market structure detection using a dynamic modularity-spectral algorithm
par: Wirth, Philipp, et autres
Publié: (2024)

Portfolio diversification with varying investor abilities
par: James, Nick, et autres
Publié: (2023)

Generative AI for Stock Selection
par: Rasekhschaffe, Keywan Christian
Publié: (2026)

Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
par: Perves, Mohammed
Publié: (2024)

Market Dynamics of Information Avalanches
par: Meister, Bernhard K
Publié: (2026)

Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
par: Kothari, Saumya, et autres
Publié: (2024)

Designing Agentic AI-Based Screening for Portfolio Investment
par: Caner, Mehmet, et autres
Publié: (2026)

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
par: Deng, Qi, et autres
Publié: (2023)

Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
par: Frøseth, Anders G
Publié: (2026)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
par: Huang, Gang, et autres
Publié: (2024)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
par: Wysocki, Maciej, et autres
Publié: (2025)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
par: Hirsch, Simon, et autres
Publié: (2026)

Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
par: Mukhia, Kundan, et autres
Publié: (2025)

Dynamic Factor Allocation Leveraging Regime-Switching Signals
par: Shu, Yizhan, et autres
Publié: (2024)

A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
par: Thomas, Drew M.
Publié: (2025)

Sustainable Investment: ESG Impacts on Large Portfolio
par: Wu, Ruike, et autres
Publié: (2026)

Investment strategies based on forecasts are (almost) useless
par: Weba, Michael
Publié: (2024)

The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
par: Fanous, Gregory A.
Publié: (2026)

An Explicit Solution for the Problem of Optimal Investment with Random Endowment
par: Donisch, Michael, et autres
Publié: (2025)