Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
Fuente:
arXiv
Guardado en:
| Autores principales: | Yi, Wang, Hasuike, Takashi |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
por: Wang, Yi, et al.
Publicado: (2026)
por: Wang, Yi, et al.
Publicado: (2026)
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
por: Huang, Gang, et al.
Publicado: (2024)
por: Huang, Gang, et al.
Publicado: (2024)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
por: Wysocki, Maciej, et al.
Publicado: (2025)
por: Wysocki, Maciej, et al.
Publicado: (2025)
Multimodal Deep Reinforcement Learning for Portfolio Optimization
por: Nawathe, Sumit, et al.
Publicado: (2024)
por: Nawathe, Sumit, et al.
Publicado: (2024)
Portfolio Optimization via Transfer Learning
por: Wang, Kexin, et al.
Publicado: (2025)
por: Wang, Kexin, et al.
Publicado: (2025)
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
por: Chang, Yen Jui, et al.
Publicado: (2025)
por: Chang, Yen Jui, et al.
Publicado: (2025)
Market-Adaptive Ratio for Portfolio Management
por: Lee, Ju-Hong, et al.
Publicado: (2023)
por: Lee, Ju-Hong, et al.
Publicado: (2023)
Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
por: Jaffri, Ali, et al.
Publicado: (2025)
por: Jaffri, Ali, et al.
Publicado: (2025)
Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
por: Chakraborty, Biswarup
Publicado: (2025)
por: Chakraborty, Biswarup
Publicado: (2025)
Semiparametric Dynamic Copula Models for Portfolio Optimization
por: Pareek, Savita, et al.
Publicado: (2025)
por: Pareek, Savita, et al.
Publicado: (2025)
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
por: Cho, Hanyong, et al.
Publicado: (2026)
por: Cho, Hanyong, et al.
Publicado: (2026)
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
por: Engel, Ryan, et al.
Publicado: (2025)
por: Engel, Ryan, et al.
Publicado: (2025)
Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
por: Giacometti, Rosella, et al.
Publicado: (2025)
por: Giacometti, Rosella, et al.
Publicado: (2025)
skfolio: Portfolio Optimization in Python
por: Nicolini, Carlo, et al.
Publicado: (2025)
por: Nicolini, Carlo, et al.
Publicado: (2025)
EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
por: Luo, Haochen, et al.
Publicado: (2025)
por: Luo, Haochen, et al.
Publicado: (2025)
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
por: Ramirez-Carrillo, Gonzalo, et al.
Publicado: (2025)
por: Ramirez-Carrillo, Gonzalo, et al.
Publicado: (2025)
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
por: Alonso, Miquel Noguer i
Publicado: (2026)
por: Alonso, Miquel Noguer i
Publicado: (2026)
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
por: Zhang, Yiyao, et al.
Publicado: (2025)
por: Zhang, Yiyao, et al.
Publicado: (2025)
Financially Guided Deep Portfolio Optimization
por: Fernandes, Rahul, et al.
Publicado: (2026)
por: Fernandes, Rahul, et al.
Publicado: (2026)
Black-Litterman and ESG Portfolio Optimization
por: Alpern, Aviv, et al.
Publicado: (2025)
por: Alpern, Aviv, et al.
Publicado: (2025)
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
por: Winarty, Visca Tri, et al.
Publicado: (2025)
por: Winarty, Visca Tri, et al.
Publicado: (2025)
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
por: Chen, Kefan, et al.
Publicado: (2025)
por: Chen, Kefan, et al.
Publicado: (2025)
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
por: Yadav, Rupendra, et al.
Publicado: (2025)
por: Yadav, Rupendra, et al.
Publicado: (2025)
Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
por: Coronado-Vaca, M.
Publicado: (2025)
por: Coronado-Vaca, M.
Publicado: (2025)
Enhancing Portfolio Optimization with Deep Learning Insights
por: Luo, Brandon, et al.
Publicado: (2026)
por: Luo, Brandon, et al.
Publicado: (2026)
Improving Portfolio Optimization Results with Bandit Networks
por: Fonseca, Gustavo de Freitas, et al.
Publicado: (2024)
por: Fonseca, Gustavo de Freitas, et al.
Publicado: (2024)
Adaptive and Regime-Aware RL for Portfolio Optimization
por: Raj, Gabriel Nixon
Publicado: (2025)
por: Raj, Gabriel Nixon
Publicado: (2025)
LLM-Enhanced Black-Litterman Portfolio Optimization
por: Lee, Youngbin, et al.
Publicado: (2025)
por: Lee, Youngbin, et al.
Publicado: (2025)
Quantum-Inspired Portfolio Optimization In The QUBO Framework
por: Lu, Ying-Chang, et al.
Publicado: (2024)
por: Lu, Ying-Chang, et al.
Publicado: (2024)
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
por: Lelong, Jérôme, et al.
Publicado: (2024)
por: Lelong, Jérôme, et al.
Publicado: (2024)
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
por: Jha, Ayush, et al.
Publicado: (2025)
por: Jha, Ayush, et al.
Publicado: (2025)
Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
por: Mascomère, Jean-Patrick, et al.
Publicado: (2025)
por: Mascomère, Jean-Patrick, et al.
Publicado: (2025)
Mesoscopic Structure of the Stock Market and Portfolio Optimization
por: Zema, Sebastiano Michele, et al.
Publicado: (2021)
por: Zema, Sebastiano Michele, et al.
Publicado: (2021)
A Three--Dimensional Efficient Surface for Portfolio Optimization
por: Qiu, Yimeng
Publicado: (2026)
por: Qiu, Yimeng
Publicado: (2026)
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
por: Gao, Xuefeng, et al.
Publicado: (2025)
por: Gao, Xuefeng, et al.
Publicado: (2025)
Portfolio Preference Elicitation in Institutional Crossing Markets
por: Hwang, Yoontae
Publicado: (2026)
por: Hwang, Yoontae
Publicado: (2026)
Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
por: Gao, Jianjun, et al.
Publicado: (2025)
por: Gao, Jianjun, et al.
Publicado: (2025)
Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
por: Yadav, Rupendra, et al.
Publicado: (2026)
por: Yadav, Rupendra, et al.
Publicado: (2026)
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
por: Park, Keon Vin
Publicado: (2025)
por: Park, Keon Vin
Publicado: (2025)
Bayesian Parametric Portfolio Policies
por: Herculano, Miguel C.
Publicado: (2026)
por: Herculano, Miguel C.
Publicado: (2026)
Ejemplares similares
-
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
por: Wang, Yi, et al.
Publicado: (2026) -
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
por: Huang, Gang, et al.
Publicado: (2024) -
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
por: Wysocki, Maciej, et al.
Publicado: (2025) -
Multimodal Deep Reinforcement Learning for Portfolio Optimization
por: Nawathe, Sumit, et al.
Publicado: (2024) -
Portfolio Optimization via Transfer Learning
por: Wang, Kexin, et al.
Publicado: (2025)