Banca de DEFESA: Rafael de Medeiros Roarelli

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : Rafael de Medeiros Roarelli
DATE: 02/02/2026
TIME: 18:00
LOCAL: A defesa será realizada por vídeoconferência
TITLE:

From Modern Portfolio Theory to Artificial Intelligence: A Review and Empirical Analysis

KEY WORDS:

Literature Review, Portfolio Theory, Machine-Learning

PAGES: 40
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUMMARY:

This study explores the evolution of portfolio optimization from Modern Portfolio Theory (MPT) and Post-Modern Portfolio Theory (PMPT) to machine learning (ML)-driven models. While MPT and PMPT provide foundational risk-return frameworks, ML techniques, including deep learning and reinforcement learning, offer advanced solutions to longstanding challenges. Through a systematic review and empirical analysis, this work compares traditional and ML-driven approaches, assessing their theoretical foundations and real-world applicability. The findings highlight the potential of AI-driven strategies to enhance portfolio management.

COMMITTEE MEMBERS:
Presidente - 1642911 - DANIEL OLIVEIRA CAJUEIRO
Interno - 1229140 - ROBERTO DE GOES ELLERY JUNIOR
Externo ao Programa - 1997721 - HERBERT KIMURA - UnBExterno à Instituição - Douglas Sad Silveira - UFJF