ML method for stock portfolio optimization?

[Ce Wang]

Hi everyone:

I'm doing a Master's project on portfolio optimization, and we're trying to list a couple of machine learning methods (like SVP etc.) that work for portfolio optimization before we start. Can anyone suggest a few methods that can work in a reasonable way for the topic?

Thanks in advance!

 

[Daniel Duffy]

Thinking out loud.

1. What's the compelling reason for using ML?
2. What other methods will you compare ML against?
3. Have you a contingency plans if ML falls shorts?

Just saying.

 

[Ce Wang]

Thinking out loud.

1. What's the compelling reason for using ML?
2. What other methods will you compare ML against?
3. Have you a contingency plans if ML falls shorts?

Just saying.

The topic of the project is ML for portfolio optimization. We are comparing to the same project that a student group in previous year did. The contingency plan would be just concluding "Oh see, this method doesn't work..."All we need to do in this one is to try a couple of...