Search Results for author: Kevin Chin

Found 2 papers, 0 papers with code

Economic state classification and portfolio optimisation with application to stagflationary environments

no code implementations29 Mar 2022 Nick James, Max Menzies, Kevin Chin

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI), economic growth (GDP) and equity index behaviours.

Portfolio Optimization Time Series +1

On the systemic nature of global inflation, its association with equity markets and financial portfolio implications

no code implementations22 Nov 2021 Nick James, Kevin Chin

This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation.

Portfolio Optimization

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