20–24 Jun 2024
Dobřichovice
Europe/Prague timezone

Probabilistic Modelling in Adaptive Portfolio Optimization

21 Jun 2024, 14:10
20m
Dobřichovice

Dobřichovice

Pražská 375, 252 29, Dobřichovice

Speaker

Tomáš Procházka

Description

This contribution formulates the problem of portfolio management as a decision process and applies multivariate regression techniques on gathered real-world data. The aim is to determine whether this approach can yield a sufficiently accurate predictor for decision-making and later optimization.

Primary author

Tomáš Procházka

Presentation materials