Search Results for author: Oleksandr Galkin

Found 2 papers, 1 papers with code

Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe

no code implementations27 Nov 2023 Szymon Kubiak, Tillman Weyde, Oleksandr Galkin, Dan Philps, Ram Gopal

We present a novel process for generating synthetic datasets tailored to assess asset allocation methods and construct portfolios within the fixed income universe.

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