One of the most important factors to control for the achievements of investment portfolio returns is risk. If we only … trading robots inputting another layer of risk through their interaction in a much higher speed and volume than the mechanical … to deliver to investors an optimum performance given a minimum ex-ante conditional value-at-risk while investing the full …

We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model …

requirement of rich expertise in financial risk. Compared with other black-box algorithms, the explainable CBR system allows a … predicting financial risk, which is essential for both financial companies and their customers. In addition, results show that …

perspective, a particular approach to quantitative modeling is presented that incorporates return forecasts, a risk model, and a …