Asset Allocation Strategies

Student: Kirichok Vladislav

Educational Programme: Data Science and Business Analytics (Bachelor)

Year of Graduation: 2024

In recent years, we can observe a growing interest in the use of modern machine learning models in all spheres of human life, including portfolio management. In the vast majority of cases, neural networks are trained on large volumes of historical data on prices of assets of interest, which is actually a type of technical analysis. However, most of the finance neural networks that currently exists in the world is either designed for algorithmic trading or is already outdated. Therefore, in my paper, using modern neural network architectures, I explore the possibility of time series forecasting for investment management.

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