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Autonomous Sparse Mean-CVaR Portfolio Optimization

Autonomous Sparse Mean-CVaR Portfolio Optimization

International Conference on Machine Learning (ICML), 2024
13 May 2024
Yizun Lin
Yangyu Zhang
Zhao-Rong Lai
Cheng Li
ArXiv (abs)PDFHTMLGithub (6★)

Papers citing "Autonomous Sparse Mean-CVaR Portfolio Optimization"

1 / 1 papers shown
Linear Trading Position with Sparse Spectrum
Linear Trading Position with Sparse SpectrumInternational Joint Conference on Artificial Intelligence (IJCAI), 2025
Zhao-Rong Lai
Haisheng Yang
108
0
0
26 Aug 2025
1
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