A hybrid denoising-decomposition-TCN forecasting pipeline generates Black-Litterman views that the authors report sharply outperform traditional portfolios on Nasdaq-100 stocks over a 132-day backtest.
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Enhancing Black-Litterman Portfolio via Hybrid Forecasting Model Combining Multivariate Decomposition and Noise Reduction
A hybrid denoising-decomposition-TCN forecasting pipeline generates Black-Litterman views that the authors report sharply outperform traditional portfolios on Nasdaq-100 stocks over a 132-day backtest.