Dr Debashis Guha’s research paper on AI-based sector rotation, written jointly with Larry Pohlman of Adaptive Investment Solutions, and students at S P Jain School of Global Management, has been accepted for publication at the prestigious Journal of Portfolio Management.

This research was carried out in 2020 and it shows that machine learning method called “Hidden Markov Model” can identify periods of stress in market sectors and this information can be used to construct profitable portfolios.