Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms
Fuente:
arXiv
Saved in:
| Main Author: | Lam, Duy Khanh |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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
by: Lam, Duy Khanh
Published: (2025)
by: Lam, Duy Khanh
Published: (2025)
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by: Lam, Duy Khanh
Published: (2024)
by: Lam, Duy Khanh
Published: (2024)
Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
by: Lam, Duy Khanh
Published: (2025)
by: Lam, Duy Khanh
Published: (2025)
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025)
by: Kim, Juhyeong, et al.
Published: (2025)
Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)
by: Huang, Gang, et al.
Published: (2020)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
by: Pan, Jingfeng, et al.
Published: (2025)
by: Pan, Jingfeng, et al.
Published: (2025)
Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
by: Cichocki, Andrzej, et al.
Published: (2024)
by: Cichocki, Andrzej, et al.
Published: (2024)
Single-Period Portfolio Selection via Information Projection
by: Yang, Bo-Yu, et al.
Published: (2026)
by: Yang, Bo-Yu, et al.
Published: (2026)
Portfolio Preference Elicitation in Institutional Crossing Markets
by: Hwang, Yoontae
Published: (2026)
by: Hwang, Yoontae
Published: (2026)
Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by: Alhamis, Innocentus
Published: (2025)
by: Alhamis, Innocentus
Published: (2025)
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)
by: Jeon, Joohyoung, et al.
Published: (2026)
Data-Driven Merton's Strategies via Policy Randomization
by: Dai, Min, et al.
Published: (2023)
by: Dai, Min, et al.
Published: (2023)
Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)
by: Kato, Masahiro, et al.
Published: (2025)
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by: Wang, Yi, et al.
Published: (2026)
by: Wang, Yi, et al.
Published: (2026)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)
by: Keramati, Hadi, et al.
Published: (2025)
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
by: You, Zinuo, et al.
Published: (2025)
by: You, Zinuo, et al.
Published: (2025)
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)
by: Zhong, Jianyuan, et al.
Published: (2024)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)
by: Goel, Anubha, et al.
Published: (2024)
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
by: Gurgul, Vincent, et al.
Published: (2026)
by: Gurgul, Vincent, et al.
Published: (2026)
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
by: Yang, Hongyang, et al.
Published: (2025)
by: Yang, Hongyang, et al.
Published: (2025)
Maximally Machine-Learnable Portfolios
by: Coulombe, Philippe Goulet, et al.
Published: (2023)
by: Coulombe, Philippe Goulet, et al.
Published: (2023)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)
by: Chen, Yuling Max, et al.
Published: (2025)
Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
by: Yamagata, Eisuke, et al.
Published: (2023)
by: Yamagata, Eisuke, et al.
Published: (2023)
Black-Litterman and ESG Portfolio Optimization
by: Alpern, Aviv, et al.
Published: (2025)
by: Alpern, Aviv, et al.
Published: (2025)
Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)
by: Parra-Diaz, Manuel, et al.
Published: (2025)
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)
by: Raj, Gabriel Nixon
Published: (2025)
Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)
by: Gašperov, Bruno, et al.
Published: (2024)
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by: Lin, Zihan, et al.
Published: (2025)
by: Lin, Zihan, et al.
Published: (2025)
Hopfield Networks for Asset Allocation
by: Nicolini, Carlo, et al.
Published: (2024)
by: Nicolini, Carlo, et al.
Published: (2024)
Application of Deep Learning for Factor Timing in Asset Management
by: Panda, Prabhu Prasad, et al.
Published: (2024)
by: Panda, Prabhu Prasad, et al.
Published: (2024)
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
by: Sen, Jaydip, et al.
Published: (2024)
by: Sen, Jaydip, et al.
Published: (2024)
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
by: Guo, Tian, et al.
Published: (2024)
by: Guo, Tian, et al.
Published: (2024)
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
by: Bai, Yang, et al.
Published: (2021)
by: Bai, Yang, et al.
Published: (2021)
A Novel approach to portfolio construction
by: Di Matteo, T., et al.
Published: (2026)
by: Di Matteo, T., et al.
Published: (2026)
Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
by: Lu, Chung I
Published: (2023)
by: Lu, Chung I
Published: (2023)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
Similar Items
-
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
by: Lam, Duy Khanh
Published: (2025) -
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by: Lam, Duy Khanh
Published: (2024) -
Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
by: Lam, Duy Khanh
Published: (2025) -
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025) -
Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)