Imagen de Portada

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Karzanov, Daniil, Garzón, Rubén, Terekhov, Mikhail, Gulcehre, Caglar, Raffinot, Thomas, Detyniecki, Marcin
Formato:	Preprint
Publicado:	2025
Materias:	Portfolio Management Machine Learning Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
por: Lelong, Jérôme, et al.
Publicado: (2024)

Noise-proofing Universal Portfolio Shrinkage
por: Ruelloux, Paul, et al.
Publicado: (2025)

Dynamic Tracking Error and the Total Portfolio Approach
por: Alankar, Ashwin, et al.
Publicado: (2026)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
por: Azzone, Michele, et al.
Publicado: (2026)

Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
por: Xu, Peng
Publicado: (2025)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
por: Lucius, Travon, et al.
Publicado: (2025)

Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
por: Kothari, Saumya, et al.
Publicado: (2024)

Mirror Descent Algorithms for Risk Budgeting Portfolios
por: Iglesias, Martin Arnaiz, et al.
Publicado: (2024)

A Three--Dimensional Efficient Surface for Portfolio Optimization
por: Qiu, Yimeng
Publicado: (2026)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
por: Thormann, Marah-Lisanne, et al.
Publicado: (2024)

The Interplay between Utility and Risk in Portfolio Selection
por: Baggiani, Leonardo, et al.
Publicado: (2025)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
por: Dhandapani, Vikranth Lokeshwar, et al.
Publicado: (2024)

Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
por: Jha, Ayush, et al.
Publicado: (2025)

Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
por: Cetingoz, Adil Rengim, et al.
Publicado: (2025)

Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
por: G, Vidya Sagar, et al.
Publicado: (2025)

Dynamic Factor Models with Forward-Looking Views
por: Abdelhakmi, Anas, et al.
Publicado: (2025)

Class of topological portfolios: Are they better than classical portfolios?
por: Goel, Anubha, et al.
Publicado: (2026)

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
por: Colaneri, Katia, et al.
Publicado: (2024)

A semi-parametric dynamic conditional correlation framework for risk forecasting
por: Storti, Giuseppe, et al.
Publicado: (2022)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
por: Cable, Travis, et al.
Publicado: (2025)

Worst-case values of target semi-variances with applications to robust portfolio selection
por: Cai, Jun, et al.
Publicado: (2024)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
por: Bloch, Daniel
Publicado: (2026)

Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
por: Giller, Graham L
Publicado: (2025)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
por: Di Nosse, Daniele Maria, et al.
Publicado: (2024)

Construction and Hedging of Equity Index Options Portfolios
por: Wysocki, Maciej, et al.
Publicado: (2024)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
por: Alexander, Nolan, et al.
Publicado: (2026)

Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
por: Alexander, Nolan, et al.
Publicado: (2026)

An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
por: Giller, Graham L.
Publicado: (2024)

Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
por: Schneider, Matthew J., et al.
Publicado: (2024)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
por: Li, Chi-Lin, et al.
Publicado: (2023)

Mesoscopic Structure of the Stock Market and Portfolio Optimization
por: Zema, Sebastiano Michele, et al.
Publicado: (2021)

Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
por: Liu, Rongwei, et al.
Publicado: (2025)

Robust Asset-Liability Management
por: de Vries, Tjeerd, et al.
Publicado: (2023)

Maximum drawdown, recovery, and momentum
por: Choi, Jaehyung
Publicado: (2014)

Risk valuation of quanto derivatives on temperature and electricity
por: Alfonsi, Aurélien, et al.
Publicado: (2023)

Optimal mutual insurance against systematic longevity risk
por: Armstrong, John, et al.
Publicado: (2024)

Optimal payoff under Bregman-Wasserstein divergence constraints
por: Pesenti, Silvana M., et al.
Publicado: (2024)

Is the annualized compounded return of Medallion over 35%?
por: Guo, Shuxin, et al.
Publicado: (2024)

Interpretable Systematic Risk around the Clock
por: He, Songrun
Publicado: (2026)

Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
por: de Brito, João B. G., et al.
Publicado: (2025)