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Enhancing Passive Index Investing: Augmenting Volatility Harvesting with Machine Learning Models for Higher Returns

Year: 2025

Type: conference-paper

Source: International Conference on Emerging Smart Computing and Informatics (ESCI)

DOI: 10.1109/esci63694.2025.10988313

Authors: Vishvajeet Upadhyay, Porinita Banerjee, Shivaditya Upadhyay

Institutions: Savitribai Phule Pune University, SRM Institute of Science and Technology, Indian Institute of Technology Madras

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410227804

FWCI:

Cites: 15

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Related to: 10