A0301
Title: Navigating the French stock market using nonlinear quantitative investing methods
Authors: Julien Chevallier - IPAG Business School (France) [presenting]
Dinh-Tri Vo - IPAG Business School (France)
Abstract: The purpose is to delve into the CAC40, SBF120, and potentially all the stocks listed in the CAC All-Share on Euronext Paris. A nonlinear solver is utilized for portfolio optimization to formulate diverse asset allocation scenarios. This analysis is further strengthened by implementing cutting-edge clustering techniques from the field of machine learning.
