Decision Support for Portfolio Construction and Analysis

This project will develop computer-based decision support tools for portfolio constructions for retail investors. The tools will enable investors to access powerful quantitative frameworks for structuring investment portfolios as well
as analysing existing portfolios in terms of risk and return. Typically, these tools have been only accessible to institutional investors or large financial institutions but with the advent of cheaper and more powerful computers
and artificial intelligence and machine learning methods, these tools can be made accessible to individual investors. The tools will have novel functionality that can facilitate the construction of effective portfolios. This
means that Investipal can increase its value proposition amongst its user base by offering a novel way to rebalance portfolios and help these individuals build a more diverse portfolio.

Faculty Supervisor:

Roy Kwon

Student:

Partner:

Investipal

Discipline:

Mathematics

Sector:

Finance and Insurance; Artificial Intelligence

University:

University of Toronto

Program: