Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhu, Jiahao, Wu, Hengzhi
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.19649