We use daily price and technical indicators' data for the ten MSCI Asia Pacific sector indices
for the past 20 years and find that our hybrid multivariate Convolutional Neural Network …

We propose a novel portfolio model integrating the Fama–French three-factor model into the
Black–Litterman framework, enabling efficient investment strategies. The model surpasses …

With the advent of the artificial intelligence (AI) era, the combination of AI with financial
technology (FinTech) has become a development trend in the financial industry. However …

Recent financial sector changes, including strict privacy regulations, challenge robo-
advisory companies with cybersecurity and data privacy. This study proposes a new …

Abstract The BL (Black-Litterman) model combines the subjective views of investors with the
market's historical equilibrium return through the Bayesian theorem. This approach …

Purpose The aim of the study was to analyze the performance of Black-Litterman (BL)
portfolios using a views estimation procedure that simulates investor forecasts based on …

We propose a novel ranking-based approach combined with long short-term memory
(LSTM) networks to generate investor views in the well-known Black–Litterman (BL) model …

This study introduces a novel methodology that integrates the Black–Litterman model with
Long Short-Term Memory Neural Networks (BL–LSTM). We use predictions from the LSTM …

Since the outbreak of the COVID-19 pandemic in 2020, global economic growth has been
negatively affected. The reaction of financial markets was particularly dramatic, especially in …

Finansal piyasalarda işlem yaparken riski azaltmanın vazgeçilmez yollarından birisi
varlıkları çeşitlendirerek portföy oluşturmaktır. Harry Markowitz, 1952 yılında yayınladığı …