Predictive Decision Synthesis for Portfolios: Betting on Better Models

By Emily Tallman, Mike West

Published 2024-05-06

Everscope rating

1750.9

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Bayesian Predictive Decision Synthesis (BPDS). Problem types: Time Series Forecasting, Portfolio Optimization.

arXiv:2405.01598 · Paper rankings

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