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Dive into the research topics where John Michael Mulvey is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Allocation-Focused Regimes and Applications to Dynamic Factor Investing
Yu, C., Mulvey, J. M. & Nie, Y., 2026, In: Journal of Portfolio Management. 52, 5, p. 96-113 18 p.Research output: Contribution to journal › Article › peer-review
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Channel-Independence for Traffic Forecasting: A Cascaded Spatio-Temporal MLP Framework
Wang, Z., Nie, Y., Liu, Y., Mulvey, J. M., Poor, H. V., Boukerche, A., Nguyen, N. H. & Sun, P., 2026, (Accepted/In press) In: IEEE Transactions on Intelligent Transportation Systems.Research output: Contribution to journal › Article › peer-review
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Deep generative models meet statistical methods: a generalized framework for financial regime identification
Nie, Y., Mulvey, J. M., Poor, H. V., Yu, C. & Huang, H., 2026, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
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Smart Trading Rule: A Modular Machine Learning Framework for Portfolio Optimization with Transaction Costs
Li, S., Mulvey, J. M. & Fabozzi, F. J., Mar 1 2026, In: Journal of Financial Data Science. 8, 2, p. 145-175 31 p.Research output: Contribution to journal › Article › peer-review
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Dynamic asset allocation with asset-specific regime forecasts
Shu, Y., Yu, C. & Mulvey, J. M., Mar 2025, In: Annals of Operations Research. 346, 1, p. 285-318 34 p., 115558.Research output: Contribution to journal › Article › peer-review
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