Pervasive Artificial Intelligence Research (PAIR) Labs
NTU – Professor San-Lin Chung
Research :
Artificial Intelligence in Asset Allocation, Derivatives Pricing and Risk Management
(PI: Min-Teh Yu , Co-PI: San-Lin Chung)
Core Technologies
Extract useful information from the financial statements, stock markets, and option markets. Utilize the above information to choose good and back stocks to form long-short portfolios. We incorporate the past returns of long-short portfolios into the asset allocation model of Black-Litterman to form a superior portfolio than the market portfolio.
