Portfolio Optimization Engines with AI: Black-Litterman, Hierarchical Risk Parity, neural allocators, entropy-based allocators (Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market)
Language: English
Published by Independently published, 2025
Series: Book 6 of 6 - Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market
- Softcover
- New
Seller: California Books, Miami, FL, U.S.A.California Books
AbeBooks seller since October 27, 2023
Condition: New
£ 21.14
Quantity: Over 20 available
Add to basketItem description from seller
Seller Inventory # I-9798274563710
- Title
- Portfolio Optimization Engines with AI: Black-Litterman, Hierarchical Risk Parity, neural allocators, entropy-based allocators (Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market)
- Author
- Whitmore, Sterling; Van Der Post, Hayden
- Publisher
- Independently published
- Publication year
- 2025
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 13
- 9798274563710
- Series
- Book 6 of 6: Algorithmic Alpha: Next-Gen Trading Systems for the Modern Market
Portfolio construction is no longer a static exercise. In an era of regime shifts, liquidity shocks, and nonlinear market behavior, traditional allocation models break down. The future belongs to adaptive engines, systems that learn, rebalance, and optimize dynamically.
Portfolio Optimization Engines with AI is a comprehensive guide to building next-generation allocation frameworks using machine learning, statistical modeling, and advanced optimization techniques. Designed for quants, systematic traders, and portfolio architects, this book shows you how to engineer intelligent allocation systems that outperform conventional methods.
Inside, you’ll learn how to:
-
Build AI-driven allocators using supervised, unsupervised, and reinforcement learning
-
Design risk models that capture volatility clusters, tail events, and correlation breakdowns
-
Implement classical, modern, and post-modern optimization frameworks:
-
Mean-variance
-
Black-Litterman
-
Hierarchical Risk Parity
-
Entropy-based allocators
-
Shrinkage and Bayesian models
-
-
Construct multi-asset portfolios built on equities, options, futures, and crypto
-
Build stress-testing engines for inflation shocks, volatility expansions, and liquidity crises
-
Evaluate durability using probabilistic scenario analysis and walk-forward testing
-
Deploy live, self-adjusting allocation engines with strict risk controls and override logic
Each chapter blends deep theory with executable models, real-world examples, and practical engineering guidance. The result is a definitive playbook for designing allocation systems that think, adapt, and evolve with the market.
If your goal is to build portfolios that are robust, intelligent, and structurally superior to traditional models, this book gives you the architecture to do it.
This is portfolio optimization for the AI era.
"Synopsis" may belong to another edition of this title.
California Books
Miami, FL, U.S.A.
AbeBooks seller since October 27, 2023
Shipping rates within U.S.A.
| Item | 3 to 7 business days | 2 to 5 business days |
|---|---|---|
| First item | £ 0.00 | £ 8.80 |
Payment methods
Store description
Specialty
All authorized categoriesSeller's business information
Miramar International Services LLC
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to California Books, Fort Wayne, Indiana, U.S.A., without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.