The dissertation is going to be a three-eassay type. It is about factor investing using artificial intelligence to optimize financial investment decisions.
The goal is to use the Vector Autogression Model (VAR) to predict the stock returns of Dow Jones Industrial Average companies.
Compare the VAR Results with Partial Lease Square Structural Equation Model
Use machine learning to construct a portfolio using a sharp ratio. Compare the Sharpe ratio to other portfolio optimization method
Analyzing the Causal Impact of Economic Uncertainty, Composite Leading Indicator, Microeconomic Variables on Portfolio Optimization within the Dow Jones Industrial Average.
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