Portfolio Optimization deals with identifying a set of capital assets and their respective
weights of allocation, which optimizes the risk-return pairs. Optimizing a portfolio is a …

• A robust backtesting method for evaluating the performances of the portfolios is also
designed. The performance results of the portfolios give investors in the stock market a clear …

Portfolio optimization has been an area that has attracted considerable attention from the
financial research community. Designing a profitable portfolio is a challenging task involving …

This paper presents a comparative analysis of the performances of three portfolio
optimization approaches. Three approaches of portfolio optimization that are considered in …

Over the years, researchers have strived to develop reliable and accurate predictive models
for stock price prediction. The literature suggests that well-designed and refined predictive …

This work presents a cointegration-based pair-trading strategy for identifying stock pairs with
substantial cointegration in their prices across four years (January 1, 2018, to December 31 …

Banks' risk management is constantly changing in a dynamic market environment. It is,
therefore, necessary to respond appropriately to these changes. Innovative approaches are …

Predicting stock prices is a complex and challenging task in financial markets due to the
intricate and non-linear nature of stock price movements. This study explores the application …

An Automated Stock Trading Framework Using Reinforcement Learning Page 1 Page | 1 An
Automated Stock Trading Framework Using Reinforcement Learning Capstone project report …

The stock market is considered as a pathway for earning returns and achieving financial
goals by leveraging well-timed investment and trading decisions. This study delves into two …