Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products.
Since its beginning in the 1950s, the field of artificial intelligence has cycled several times between periods of optimistic predictions and massive investment ("AI spring") and periods of disappointment, loss of confidence, and reduced funding ("AI winter").
With research organizations focused on an exploding array of fields and resources spread thin, opportunities for the maturation of interdisciplinary research reduce.
Extensive experiments on real-world data demonstrate the effectiveness of our approach.
Formal methods for software verification have seen great success in ensuring code correctness but generally require more specialized training, development time, and funding than is available in the natural and social sciences.
Software Engineering
In this regard, we propose a mean-variance efficient collaborative filtering (MVECF) model for stock recommendations that consider both aspects.
Causal analysis of the churn model can predict whether a customer will churn in the foreseeable future and assist enterprises to identify effects and possible causes for churn and subsequently use that knowledge to apply tailored incentives.
We present a new financial domain large language model, InvestLM, tuned on LLaMA-65B (Touvron et al., 2023), using a carefully curated instruction dataset related to financial investment.
Addressing this, we introduce \textsc{FinMem}, a novel LLM-based agent framework devised for financial decision-making.
For example, when the per-annuitant initial contribution and annual withdrawal amount are held constant, starting with 20 annuitants instead of just 1 can increase the maximum probability (measured on a scale from 0 to 1) by as much as . 15.