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Author

Pema Yangchen

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Conference Jul 2026

Portfolio Optimization Under Varying Market Regimes: A Comparative Study Using ANN Forecasts on MAI Stocks

This paper explores the effectiveness of integrating Artificial Neural Network (ANN) based return forecasts into three portfolio optimization frameworks: Equal-Weight (EW), Mean-Variance (MV), and Black-Litterman (BL), under varying market regimes, using 67 stocks listed on Thailand’s Market for Alternative Investment...

Pema Yangchen, Rujira Chaysiri · 0 citations

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