The new frontier of personalized portfolio management: quantitative methods with LangChain

The new frontier of personalized portfolio management: quantitative methods with LangChain

This paper explores the integration of advanced computational techniques and Large Language Models (LLMs) in portfolio management, aiming to overcome the limitations of traditional robo-advisors and mean-variance optimization (MVO). We present a novel framework that incorporates Monte Carlo simulati...

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Bibliographic Details
Main Author: Cheam, Caleb Zhong Wei
Other Authors: Ng Wee Keong
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Computer and Information Science
Mathematical Sciences
Monte Carlo
Portfolio optimization
Risk management
Online Access:https://hdl.handle.net/10356/175212

Internet

https://hdl.handle.net/10356/175212

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