Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework

Modern Portfolio Theory assumes that decisions are made by individual agents. In reality most investors are involved in group decision-making. In this research we propose to realize group decision-making process by application of Ensemble Learning algorithm, in particular Random Forest. Predicting accurate asset returns is very important in the process of asset allocation. Most models are based on weak predictors. Ensemble Learning algorithms could significantly improve prediction of weak learners by combining them into one model, which will have superiority in performance. We combine technical fundamental and sentiment analysis in order to generate views on different asset classes. Purpose of the research is to build the model for Meucci Portfolio Optimization under views generated by Random Forest Ensemble Learning algorithm. The model was backtested by comparing with results obtained from other portfolio optimization frameworks

Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework

Modern Portfolio Theory assumes that decisions are made by individual agents. In reality most investors are involved in group decision-making. In this research we propose to realize group decision-making process by application of Ensemble Learning algorithm, in particular Random Forest. Predicting accurate asset returns is very important in the process of asset allocation. Most models are based on weak predictors. Ensemble Learning algorithms could significantly improve prediction of weak learners by combining them into one model, which will have superiority in performance. We combine technical fundamental and sentiment analysis in order to generate views on different asset classes. Purpose of the research is to build the model for Meucci Portfolio Optimization under views generated by Random Forest Ensemble Learning algorithm. The model was backtested by comparing with results obtained from other portfolio optimization frameworks

Blended Learning Technology "Flipped Class" in the System of Higher Vocational Education

This article is devoted to the implementation of the blended learning technology " Flipped Class" into the educational process of higher vocational education. From the position of the systemic approach, the authors’ view on the development of the competitiveness of the future specialist with the help of traditional (classroom) and digital (distance) forms of training is revealed; the necessary pedagogical conditions for using the " Flipped Class " blended learning technology in higher vocational education are described. The authors present the peculiarity of organizing the educational process with the use of the " Flipped Class " technology. The article justifies the importance and relevance of this educational technology application due to the world socio-economic challenges. The authors of the study conclude that the implementation of the " Flipped Class" technology causes improvement of the forms and methods of the educational activity aiming professional development of future competitive professionals in the sphere of the agro-industrial complex. A structural model of organizing higher vocational education with the use of the " Flipped Class " blended learning technology was worked out and substantiated. The pedagogical conditions of using this technology are described in the article

Theoretical and Literary Studies of Goncharov's Works by Russian Emigrants: Biographism versus Antibiographism

The article analyzes the main methodological approaches to the study of I.A. Goncharov's personality in literary criticism and in the criticism of Russian emigrants (1920s - the early 1930s). It was revealed that along with existing authoritative, methodologically cultural, historical and immanent concepts of I.A. Goncharov's personality a morphological and psychoanalytic trends emerged describing the writer's life and work. The biographical method used by the critics in the process of the writer's work analysis was significantly transformed without the loss of its meaning