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Artificial Intelligence in Quantitative Finance: Leveraging Deep Learning for Smarter Portfolio Management and Asset Allocation

 Advances in artificial intelligence (AI) and deep learning are transforming quantitative finance, offering new ways to model complex market dynamics. This study explores how deep learning models can enhance portfolio management and asset allocation, addressing the limitations of traditional models. The rapid advancement of Artificial Intelligence (AI)
Gabriel Olanrewaju, Ayobami, Hammed Sikiru, Olayinka, Fawehinmi, David   +2 more
openaire   +2 more sources

Quantum computing in finance: a literature review and future directions for trustworthy financial AI. [PDF]

Front Artif Intell
Muzzioli S, Raheem F, Ferrara M, Giudici P, Siciliano R.   +4 more
europepmc   +1 more source

Entropy-Driven Volatility Prediction for ETF Quantitative Investment in the Chinese Stock Market: A Machine Learning Framework for Barbell Strategy Optimization. [PDF]

Entropy (Basel)
Yan K, Yue Z, He Q, Li Y.
europepmc   +1 more source

Explainable AI augmented retailer segmentation using knowledge graph. [PDF]

Sci Rep
Shiralkar K, Bongale A, Kumar S, Warke V, Deshmukh R.   +4 more
europepmc   +1 more source

Investor sentiment and stock portfolio construction: A study based on the black-litterman model. [PDF]

PLoS One
Sun L, Fu B, Liu W.
europepmc   +1 more source

Wavelet-Decoupled Spatiotemporal Network for Stock Return Prediction. [PDF]

Entropy (Basel)
Liao L, Wang C, Wang J, Liao Y, Lai Y.
europepmc   +1 more source

A multi-agent equilibrium model in an incomplete market with discrete dividends: Applications to long-term discount curves. [PDF]

PLoS One
Saito T, Takahashi A.
europepmc   +1 more source

Implementing innovative financing mechanisms in global health - perspectives of stakeholders from global health organisations: a qualitative study. [PDF]

J Glob Health
Ching SW, Wamsiedel M, Zhao J.
europepmc   +1 more source

An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets. [PDF]

Entropy (Basel)
Yu J, Wang L, Sun X.
europepmc   +1 more source

A multi-objective portfolio optimization model incorporating sentiment analysis of quarterly reports and LSTM-based price prediction. [PDF]

PLoS One
Taheripour E, Sadjadi SJ, Amiri B.
europepmc   +1 more source