Piotr Pomorski | DeepAI

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Denise Gorse
11 publications

research

∙ 08/18/2023

Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework

Regime-switching poses both problems and opportunities for portfolio man...

0 Piotr Pomorski, et al. ∙

research

∙ 08/24/2022

Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average

Regime detection is vital for the effective operation of trading and inv...

0 Piotr Pomorski, et al. ∙