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The Journal of Financial Data Science

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Machine Learning for Recession Prediction and Dynamic Asset Allocation

Alexander James, Yaser S. Abu-Mostafa and Xiao Qiao
The Journal of Financial Data Science Summer 2019, 1 (3) 41-56; DOI: https://doi.org/10.3905/jfds.2019.1.007
Alexander James
is a co-head of research at Paraconic Technologies US, Inc. in New York, NY
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Yaser S. Abu-Mostafa
is a professor of electrical engineering and computer science at the California Institute of Technology in Pasadena, CA
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Xiao Qiao
is a co-head of research at Paraconic Technologies US, Inc. in New York, NY
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Article Information

vol. 1 no. 3 41-56
DOI 
https://doi.org/10.3905/jfds.2019.1.007

Published By 
Pageant Media Ltd
Print ISSN 
2640-3943
Online ISSN 
2640-3951
History 
  • Published online August 1, 2019.

Article Versions

  • Latest version (July 3, 2019 - 04:51).
  • You are viewing the most recent version of this article.
Copyright & Usage 
© 2019 Pageant Media Ltd

Author Information

  1. Alexander James
    1. is a co-head of research at Paraconic Technologies US, Inc. in New York, NY. (alex{at}paraconic.com)
  2. Yaser S. Abu-Mostafa
    1. is a professor of electrical engineering and computer science at the California Institute of Technology in Pasadena, CA. (yaser{at}caltech.edu)
  3. Xiao Qiao
    1. is a co-head of research at Paraconic Technologies US, Inc. in New York, NY. (xiao{at}paraconic.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Vol. 1, Issue 3
Summer 2019
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Machine Learning for Recession Prediction and Dynamic Asset Allocation
Alexander James, Yaser S. Abu-Mostafa, Xiao Qiao
The Journal of Financial Data Science Jul 2019, 1 (3) 41-56; DOI: 10.3905/jfds.2019.1.007

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Machine Learning for Recession Prediction and Dynamic Asset Allocation
Alexander James, Yaser S. Abu-Mostafa, Xiao Qiao
The Journal of Financial Data Science Jul 2019, 1 (3) 41-56; DOI: 10.3905/jfds.2019.1.007
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  • Article
    • Abstract
    • SUPPORT VECTOR MACHINE
    • CLASSIFYING RECESSIONS
    • TACTICAL ASSET ALLOCATION
    • CONCLUSION
    • ACKNOWLEDGMENT
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
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