Deep Portfolio Optimization via Distributional Prediction of Residual Factors

AAAI Conference on Artificial Intelligence (AAAI), 2020

14 December 2020

Papers citing "Deep Portfolio Optimization via Distributional Prediction of Residual Factors"

6 / 6 papers shown

From Deep Learning to LLMs: A survey of AI in Quantitative Investment

369

27 Mar 2025

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns

Haoren Zhu

Pengfei Zhao

Wilfred Siu Hung NG

Dik Lun Lee

149

13 Jun 2024

Learning the Dynamic Correlations and Mitigating Noise by Hierarchical Convolution for Long-term Sequence Forecasting

303

28 Dec 2023

Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty

308

31 Oct 2022

$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$

Langevin dynamics based algorithm e-TH

\varepsilon

O POULA for stochastic optimization problems with discontinuous stochastic gradientMathematics of Operations Research (MOR), 2022

Dongjae Lim

Ariel Neufeld

Sotirios Sabanis

Ying Zhang

292

24 Oct 2022

Theoretically Motivated Data Augmentation and Regularization for Portfolio ConstructionInternational Conference on AI in Finance (ICAF), 2021

Liu Ziyin

Kentaro Minami

Kentaro Imajo

283

08 Jun 2021