Saved in:
| Main Authors: | Coriat, Benjamin, Benhamou, Eric |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.18560 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
LLM-Enhanced Black-Litterman Portfolio Optimization
by: Lee, Youngbin, et al.
Published: (2025)
by: Lee, Youngbin, et al.
Published: (2025)
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
by: Zhao, Yuxuan, et al.
Published: (2026)
by: Zhao, Yuxuan, et al.
Published: (2026)
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
by: Li, Xin, et al.
Published: (2026)
by: Li, Xin, et al.
Published: (2026)
Improving Portfolio Optimization Results with Bandit Networks
by: Fonseca, Gustavo de Freitas, et al.
Published: (2024)
by: Fonseca, Gustavo de Freitas, et al.
Published: (2024)
Regime-Adaptive Continual Learning for Portfolio Management
by: Pan, Chaofan, et al.
Published: (2026)
by: Pan, Chaofan, 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)
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach
by: Orra, Arishi, et al.
Published: (2025)
by: Orra, Arishi, et al.
Published: (2025)
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025)
by: Hwang, Yoontae, et al.
Published: (2025)
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
by: Zhang, Yiyao, et al.
Published: (2025)
by: Zhang, Yiyao, et al.
Published: (2025)
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
by: Escudero, Alejandra de la Rica, et al.
Published: (2024)
by: Escudero, Alejandra de la Rica, et al.
Published: (2024)
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
by: Kim, Juchan, et al.
Published: (2025)
by: Kim, Juchan, et al.
Published: (2025)
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
by: Lee, Junhyeong, et al.
Published: (2024)
by: Lee, Junhyeong, et al.
Published: (2024)
Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)
by: Nawathe, Sumit, et al.
Published: (2024)
Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)
by: Coronado-Vaca, M.
Published: (2025)
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by: Chang, Yen Jui, et al.
Published: (2025)
by: Chang, Yen Jui, et al.
Published: (2025)
Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)
by: Fernandes, Rahul, et al.
Published: (2026)
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market
by: He, Chujun, et al.
Published: (2025)
by: He, Chujun, et al.
Published: (2025)
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
by: Koh, Woosung, et al.
Published: (2023)
by: Koh, Woosung, et al.
Published: (2023)
Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
by: Park, Keonvin
Published: (2026)
by: Park, Keonvin
Published: (2026)
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by: Deng, Liwei, et al.
Published: (2024)
by: Deng, Liwei, et al.
Published: (2024)
Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
by: Kang, Shaofeng, et al.
Published: (2025)
by: Kang, Shaofeng, et al.
Published: (2025)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)
by: Wysocki, Maciej, et al.
Published: (2025)
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by: Cho, So-Yoon, et al.
Published: (2025)
by: Cho, So-Yoon, et al.
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)
Learning to Manage Investment Portfolios beyond Simple Utility Functions
by: Scholl, Maarten P., et al.
Published: (2025)
by: Scholl, Maarten P., et al.
Published: (2025)
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by: Zhang, Wentao, et al.
Published: (2023)
by: Zhang, Wentao, et al.
Published: (2023)
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)
by: Huang, Gang, et al.
Published: (2024)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
Portfolio Optimization via Transfer Learning
by: Wang, Kexin, et al.
Published: (2025)
by: Wang, Kexin, et al.
Published: (2025)
Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
by: Liu, Rongwei, et al.
Published: (2025)
by: Liu, Rongwei, et al.
Published: (2025)
Designing Agentic AI-Based Screening for Portfolio Investment
by: Caner, Mehmet, et al.
Published: (2026)
by: Caner, Mehmet, et al.
Published: (2026)
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)
BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
by: Pan, Jianming, et al.
Published: (2024)
by: Pan, Jianming, et al.
Published: (2024)
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
by: Kim, Jinkyu, et al.
Published: (2025)
by: Kim, Jinkyu, et al.
Published: (2025)
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by: Habibnia, Ali, et al.
Published: (2024)
by: Habibnia, Ali, et al.
Published: (2024)
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)
by: Chen, Kefan, et al.
Published: (2025)
Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)
by: Yi, Wang, et al.
Published: (2026)
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
by: Machkour, Jasin, et al.
Published: (2024)
by: Machkour, Jasin, et al.
Published: (2024)
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)
by: Karzanov, Daniil, et al.
Published: (2025)
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by: Liu, Hsiang-Hui, et al.
Published: (2023)
by: Liu, Hsiang-Hui, et al.
Published: (2023)
Similar Items
-
LLM-Enhanced Black-Litterman Portfolio Optimization
by: Lee, Youngbin, et al.
Published: (2025) -
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
by: Zhao, Yuxuan, et al.
Published: (2026) -
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
by: Li, Xin, et al.
Published: (2026) -
Improving Portfolio Optimization Results with Bandit Networks
by: Fonseca, Gustavo de Freitas, et al.
Published: (2024) -
Regime-Adaptive Continual Learning for Portfolio Management
by: Pan, Chaofan, et al.
Published: (2026)