Automated Portfolio Management and Risk Assessment System

Deshpande Kashmira Arvind, Sanjeev Thakur

Automated Portfolio Management and Risk Assessment System

Authors

Deshpande Kashmira Arvind, Sanjeev Thakur

Keywords:

Automated Portfolio Management, Risk Assessment, Gradient Boosting, GARCH, Value at Risk, Rebalancing

Abstract

Managing an investment portfolio is no easy task, especially when markets keep changingdirection every few weeks. For a long time, this work was done by hand, with portfoliomanagers spending hours looking at charts, balance sheets, and economic reports before making any decision

References

: Mayank Atreya, Navin Chhibber, Harvendra Singh, Explainable Machine Learning For Dynamic Pricing In Fast-Changing Retail Environments, 2022/4/9, Journal ,Available at SSRN 6011354, https://scholar.google.com/citations?view_op=view_citation&hl=en&user=fyViF1UAAAAJ&citation_for_view=fyViF1UAAAAJ:LkGwnXOMwfcC.

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Published

2024-11-20

How to Cite

Deshpande Kashmira Arvind, Sanjeev Thakur. (2024). Automated Portfolio Management and Risk Assessment System. Journal of Computational Analysis and Applications (JoCAAA), 33(08), 9046–9057. Retrieved from https://www.eudoxuspress.com/index.php/pub/article/view/5621