We examine ChatGPT, a prominent Large Language Model (LLM), in supporting portfolio
management with a focus on asset selection and diversification through quantitative …

Quantum computing and digital currencies еmеrgеs as an еssеntial arеa of inquiry within
thе rеalms of science, technology, and finance. A pivotal yеt lеss еxplorеd aspect of this …

We propose a novel portfolio model integrating the Fama–French three-factor model into the
Black–Litterman framework, enabling efficient investment strategies. The model surpasses …

Recent financial sector changes, including strict privacy regulations, challenge robo-
advisory companies with cybersecurity and data privacy. This study proposes a new …

This study investigates the retirement landscape in South Korea, highlighting major
challenges like sequence and longevity risks. Our analysis reveals that over half of South …

While blockchain technology and cryptocurrencies offer numerous advantages and
innovations, it is essential to be aware that their implementation processes are fraught with a …

Artificial Intelligence (AI) models have been recently studied to discover data patterns for
prediction and forecasting tasks in finance. However, the use of deep generative models in …

Since the Basel III accords, Expected Shortfall (ES) has become the recommended tail-risk
measure in financial investments. Several methods of different theoretical backgrounds …

This study proposes a novel Black–Litterman portfolio model that leverages machine
learning predictions based on size, book-to-market, momentum, and volatility. Our model …

Cryptocurrencies are digital assets that are used to store and protect savings. The study
examined the cryptocurrency market and analyzed the development of investment. A …