We propose AlphaGlass, an inherently interpretable machine-learning framework for constructing portfolios that directly optimize investment objectives. AlphaGlass maps stock characteristics into addit
In this context, this research assesses if the application of AI can contribute to better investment results than conventional portfolio management approaches. With data from four sectors of the S&P 5
SUMMARY & CONTEXT This dataset aims to provide a comprehensive, rolling 20-year history of the constituent stocks and their corresponding weights in India's Nifty 50 index. The data begins o
