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A major challenge for portfolio managers is that it is hard for them to predict the future. In practice, they would settle for being able to identify which stocks are likely to perform well and which are likely to perform badly in the next month. This project will include the investigation of algorithms for using specific collections of research data about a family of stocks to do just this, and will also be concerned with ways of assessing how best to compare the quality of alternative algorithms.
Drs. Len Bos & Tony Ware
Greg Orosi
Genus Capital Management
Finance
Finance, insurance and business
University of Calgary
Accelerate
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