Portfolio optimization

相关论文数: 8

最高引用论文

GraphSAGE with deep reinforcement learning for financial portfolio optimization

Qiguo Sun, Xueying Wei, Xibei Yang

引用数: 46 • 2023

RPA in Finance: supporting portfolio management : Applying a software robot in a portfolio optimization problem

Felipe C. Magrin Ortiz, Carlos J. Costa

引用数: 25 • 2020

Learning risk preferences from investment portfolios using inverse optimization

Shi Ming Yu, Haoran Wang, Chaosheng Dong

引用数: 14 • 2023

Bridging the Gap Between Markowitz Planning and Deep Reinforcement Learning

Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay

引用数: 8 • 2020

SUSTAINABLE ECONOMY INSPIRED LARGE-SCALE FEED-FORWARD PORTFOLIO CONSTRUCTION

Šarūnas Raudys, Aistis Raudys, Židrina Pabarškaitė

引用数: 6 • 2014

Applying Random Forest Algorithm and Mean-Variance Model in Portfolio Optimization in the China Stock Market

Chi-Cheng Lin, Chun-Hsiung Tseng, Shu-Ling Ho

引用数: 2 • 2023

Bridging the gap between Markowitz planning and deep reinforcement learning (ICAPS PRL Presentation Slides 2020)

Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay

引用数: 2 • 2020

Bridging the gap between Markowitz planning and deep reinforcement\n learning

Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay

引用数: 2 • 2020