"Exciting News! 📢

In today's ever-changing market landscape, traditional portfolio selection methods fall short due to the dynamic nature of financial data. That's where our pattern matching approach with clustering shines.
🌟In our new paper, we've developed an online portfolio selection strategy that adapts to market changes, maximizing expected growth while considering ESG factors. 🌍📊

Our research tackles the challenge of non-stationarity in finance, which often trips up conventional machine learning algorithms. By incorporating nonlinear entropy between the shares and creating a dynamic pattern-matching approach, we beat many benchmark algorithms in live trading.

🌟🌟One key finding: ESG portfolios ♻️obtained the best deflated Sharpe ratio—indicating their strong performance beyond market growth. These findings highlight the tremendous potential of responsible investing.🌿💰

I'd like to extend my gratitude to the team, Ali Fereydoni and Mehrzad Asadi, which have the main contributions to this research. 🚀