Application of Deep Learning for Factor Timing in Asset Management
Fuente:
arXiv
Guardado en:
| Autores principales: | Panda, Prabhu Prasad, Gharanchaei, Maysam Khodayari, Chen, Xilin, Lyu, Haoshu |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Quantitative Investment Diversification Strategies via Various Risk Models
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
Constructing an Investment Fund through Stock Clustering and Integer Programming
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
Stochastic Discount Factors with Cross-Asset Spillovers
por: Avramov, Doron, et al.
Publicado: (2026)
por: Avramov, Doron, et al.
Publicado: (2026)
Hopfield Networks for Asset Allocation
por: Nicolini, Carlo, et al.
Publicado: (2024)
por: Nicolini, Carlo, et al.
Publicado: (2024)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
por: Li, Jinyang
Publicado: (2024)
por: Li, Jinyang
Publicado: (2024)
Deep Reinforcement Learning for Long-Short Portfolio Optimization
por: Huang, Gang, et al.
Publicado: (2020)
por: Huang, Gang, et al.
Publicado: (2020)
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
por: Sen, Jaydip, et al.
Publicado: (2024)
por: Sen, Jaydip, et al.
Publicado: (2024)
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
por: Kim, Juhyeong, et al.
Publicado: (2025)
por: Kim, Juhyeong, et al.
Publicado: (2025)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
por: Lin, Yun, et al.
Publicado: (2025)
por: Lin, Yun, et al.
Publicado: (2025)
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
por: Pan, Jingfeng, et al.
Publicado: (2025)
por: Pan, Jingfeng, et al.
Publicado: (2025)
Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
por: Yamagata, Eisuke, et al.
Publicado: (2023)
por: Yamagata, Eisuke, et al.
Publicado: (2023)
Financial Bond Similarity Search Using Representation Learning
por: Haeri, Amin, et al.
Publicado: (2026)
por: Haeri, Amin, et al.
Publicado: (2026)
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
por: Huh, Jeonggyu, et al.
Publicado: (2025)
por: Huh, Jeonggyu, et al.
Publicado: (2025)
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
por: Guo, Tian, et al.
Publicado: (2024)
por: Guo, Tian, et al.
Publicado: (2024)
Data-Driven Merton's Strategies via Policy Randomization
por: Dai, Min, et al.
Publicado: (2023)
por: Dai, Min, et al.
Publicado: (2023)
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
por: Jingyi, Fiona Xiao, et al.
Publicado: (2025)
por: Jingyi, Fiona Xiao, et al.
Publicado: (2025)
Robust Asset-Liability Management
por: de Vries, Tjeerd, et al.
Publicado: (2023)
por: de Vries, Tjeerd, et al.
Publicado: (2023)
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
por: You, Zinuo, et al.
Publicado: (2025)
por: You, Zinuo, et al.
Publicado: (2025)
A Novel approach to portfolio construction
por: Di Matteo, T., et al.
Publicado: (2026)
por: Di Matteo, T., et al.
Publicado: (2026)
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
por: Gurgul, Vincent, et al.
Publicado: (2026)
por: Gurgul, Vincent, et al.
Publicado: (2026)
Deep Learning for Options Trading: An End-To-End Approach
por: Tan, Wee Ling, et al.
Publicado: (2024)
por: Tan, Wee Ling, et al.
Publicado: (2024)
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
por: Yang, Hongyang, et al.
Publicado: (2025)
por: Yang, Hongyang, et al.
Publicado: (2025)
Transformer for Times Series: an Application to the S&P500
por: Brugiere, Pierre, et al.
Publicado: (2024)
por: Brugiere, Pierre, et al.
Publicado: (2024)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
por: Keramati, Hadi, et al.
Publicado: (2025)
por: Keramati, Hadi, et al.
Publicado: (2025)
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
por: Walia, Jaskaran Singh, et al.
Publicado: (2025)
por: Walia, Jaskaran Singh, et al.
Publicado: (2025)
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
por: Li, Zhenglong, et al.
Publicado: (2024)
por: Li, Zhenglong, et al.
Publicado: (2024)
Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence
por: Lam, Duy Khanh
Publicado: (2025)
por: Lam, Duy Khanh
Publicado: (2025)
Deep Declarative Risk Budgeting Portfolios
por: Parra-Diaz, Manuel, et al.
Publicado: (2025)
por: Parra-Diaz, Manuel, et al.
Publicado: (2025)
Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets
por: Panda, Kapil
Publicado: (2023)
por: Panda, Kapil
Publicado: (2023)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
por: Chen, Yuling Max, et al.
Publicado: (2025)
por: Chen, Yuling Max, et al.
Publicado: (2025)
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
por: Daiya, Divyanshu, et al.
Publicado: (2024)
por: Daiya, Divyanshu, et al.
Publicado: (2024)
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
por: Zhang, Wentao, et al.
Publicado: (2023)
por: Zhang, Wentao, et al.
Publicado: (2023)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
por: Goel, Anubha, et al.
Publicado: (2024)
por: Goel, Anubha, et al.
Publicado: (2024)
Explainable Regime Aware Investing
por: Boukardagha, Amine
Publicado: (2026)
por: Boukardagha, Amine
Publicado: (2026)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
por: Spadea, Fernando, et al.
Publicado: (2025)
por: Spadea, Fernando, et al.
Publicado: (2025)
Geometric Deep Learning for Realized Covariance Matrix Forecasting
por: Bucci, Andrea, et al.
Publicado: (2024)
por: Bucci, Andrea, et al.
Publicado: (2024)
Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms
por: Lam, Duy Khanh
Publicado: (2024)
por: Lam, Duy Khanh
Publicado: (2024)
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
por: Turinici, Gabriel, et al.
Publicado: (2023)
por: Turinici, Gabriel, et al.
Publicado: (2023)
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
por: Jeon, Joohyoung, et al.
Publicado: (2026)
por: Jeon, Joohyoung, et al.
Publicado: (2026)
Ejemplares similares
-
Quantitative Investment Diversification Strategies via Various Risk Models
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024) -
Constructing an Investment Fund through Stock Clustering and Integer Programming
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024) -
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024) -
Stochastic Discount Factors with Cross-Asset Spillovers
por: Avramov, Doron, et al.
Publicado: (2026) -
Hopfield Networks for Asset Allocation
por: Nicolini, Carlo, et al.
Publicado: (2024)