Portfolio Optimization

Creating an Efficient Portfolio Using AIGC Technology

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Creating an Efficient Portfolio Using AIGC Technology

Nowadays, AIGC technology is showcasing its potential and value in many fields. It has mutated traditional art and design content in terms of creation methods, forms of existence, aesthetic characteristics, design methodologies, etc., and with the help of the most advanced contemporary technologies—artificial intelligence, visual recognition, deep learning, algorithms, and other technologies and equipment—has integrated … Read more

Using CorrGAN: Comparing Network-Based and Minimum Variance Portfolios

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Using CorrGAN: Comparing Network-Based and Minimum Variance Portfolios

Star★TopPublic Account Love You All♥ Editor: 1+1=6 Introduction Many econophysicists have noted that portfolios constructed using the empirical correlation matrix estimated from stock (or other asset) returns are very similar to those obtained from minimum variance optimization using the empirical covariance estimated for the same stocks. The companies of the minimum risk Markowitz portfolio [MVP] … Read more