Miquel Noguer Alonso

Expert guidance on implementing quantitative portfolio optimization techniques In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical techniques for portfolio optimization. The book covers a range of topics including mean-variance optimization, the Black-Litterman Model, risk parity and hierarchical...

Explore how autonomous AI agents are transforming financial markets and decision-making In Agentic Finance: Mathematics, Architecture, and Governance for AI Agents in Finance, Miquel Noguer Alonso and David Pacheco Aznar examine the emerging field where autonomous AI systems operate independently in financial contexts. The book explores how agentic technologies—AI systems capable of independent reasoning, planning, and action—are reshaping how financial...