The LQG will debate the motion: This house believes that: “This time is different”. AI and other technologies will boost global growth and justify current asset prices.
The LQG 2024 Autumn Seminar – 11 great speakers and topics – in its 38th year.
A framework that produces a superior frontier by integrating trading-cost-aware portfolio optimization with machine learning
Evaluating and comparing risk model performance for risk forecasting, portfolio construction and return attribution – a comparison framework.
Ben introduces Causal AI techniques with examples and then discusses applications and the assumptions, limitations and weaknesses to separate success potential from possible or probable pitfalls.
This paper models weights and parameters as uncertain. Evaluating a portfolio across the range of possibility measures risks better and surfaces latent fragility. Contributions to risk are reported with a center and spread.