Regime-Aware Portfolio Optimization using MLP with Statistical Validation

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Rajat Jaiswal
DOI: 10.5281/zenodo.18286876
Cited by: 0

Abstract

This archive contains the implementation of a regime-aware portfolio optimization framework using a multi-layer perceptron (MLP), along with statistical validation scripts used in the associated manuscript.

Fields of Study & Subjects

Risk and Portfolio Optimization Stock Market Forecasting Methods Financial Markets and Investment Strategies

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
18 January 2026
Language
EN