In this current data-driven world, corporate and industries need decisions driven by data for staying ahead of the competition and to satisfy the customers. To calculate the results using algorithms that could learn from the fluctuations and abnormalities has been sought after by tech companies...

Portfolio optimisation for a Fund of Hedge Funds (“FoHF”) has to address the asymmetric, non-Gaussian nature of the underlying returns distributions. Furthermore, the objective functions and constraints are not necessarily convex or even smooth. Therefore traditional portfolio optimisation...