Machine Learning for Recession Prediction and Dynamic Asset Allocation

Alexander James; Yaser S. Abu-Mostafa; Xiao Qiao

doi:10.3905/jfds.2019.1.007

Article

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, jfds.2019.1.007; 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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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, jfds.2019.1.007; 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, jfds.2019.1.007; DOI: 10.3905/jfds.2019.1.007

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