Image de couverture de livre

Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Abro, Muhammad, Jaleel, Hassan
Format:	Preprint
Publié:	2026
Sujets:	Portfolio Management Machine Learning Multiagent Systems
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization
par: Bańka, Feliks, et autres
Publié: (2025)

Designing Agentic AI-Based Screening for Portfolio Investment
par: Caner, Mehmet, et autres
Publié: (2026)

Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
par: He, Jinghai, et autres
Publié: (2025)

Financially Guided Deep Portfolio Optimization
par: Fernandes, Rahul, et autres
Publié: (2026)

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
par: Karzanov, Daniil, et autres
Publié: (2025)

Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
par: Inzirillo, Hugo
Publié: (2024)

Uniform Pessimistic Risk and its Optimal Portfolio
par: Hong, Sungchul, et autres
Publié: (2023)

Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
par: Park, Keon Vin
Publié: (2025)

skfolio: Portfolio Optimization in Python
par: Nicolini, Carlo, et autres
Publié: (2025)

Enhancing Portfolio Optimization with Deep Learning Insights
par: Luo, Brandon, et autres
Publié: (2026)

Portfolio Management using Deep Reinforcement Learning
par: Pawar, Ashish Anil, et autres
Publié: (2024)

Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
par: You, Zinuo, et autres
Publié: (2025)

Robustifying Conditional Portfolio Decisions via Optimal Transport
par: Nguyen, Viet Anh, et autres
Publié: (2021)

Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
par: Gao, Xuefeng, et autres
Publié: (2025)

A Case Study of Next Portfolio Prediction for Mutual Funds
par: Thomaz, Guilherme, et autres
Publié: (2024)

Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
par: Velay, Marc, et autres
Publié: (2023)

Sparse Portfolio Selection via Topological Data Analysis based Clustering
par: Goel, Anubha, et autres
Publié: (2024)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
par: Zhao, Siqiao, et autres
Publié: (2024)

Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
par: Habibnia, Ali, et autres
Publié: (2024)

Conformal Predictive Portfolio Selection
par: Kato, Masahiro
Publié: (2024)

Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
par: Sun, Ruoyu, et autres
Publié: (2024)

Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
par: Wade, Rylan
Publié: (2026)

Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
par: Vallarino, Diego
Publié: (2024)

Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
par: Cetingoz, Adil Rengim, et autres
Publié: (2025)

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
par: Li, Zhenglong, et autres
Publié: (2024)

Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
par: G, Vidya Sagar, et autres
Publié: (2025)

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
par: Chattopadhyay, Adhiraj
Publié: (2026)

FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
par: Machkour, Jasin, et autres
Publié: (2024)

Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
par: Liu, Rongwei, et autres
Publié: (2025)

Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
par: Ghatak, Sid, et autres
Publié: (2025)

Deep Reinforcement Learning for Long-Short Portfolio Optimization
par: Huang, Gang, et autres
Publié: (2020)

Autonomous Sparse Mean-CVaR Portfolio Optimization
par: Lin, Yizun, et autres
Publié: (2024)

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
par: Ramirez-Carrillo, Gonzalo, et autres
Publié: (2025)

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
par: Yi, Wang, et autres
Publié: (2026)

Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
par: Cichocki, Andrzej, et autres
Publié: (2024)

A Deep Reinforcement Learning Framework For Financial Portfolio Management
par: Li, Jinyang
Publié: (2024)

Optimal Option Portfolios for Skew-Elliptical t Returns
par: Sung, Kyle, et autres
Publié: (2026)

Optimal Control of Reserve Asset Portfolios for Stablecoins
par: Hammerl, Alexander
Publié: (2025)

Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
par: Yamagata, Eisuke, et autres
Publié: (2023)

Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
par: Park, Keonvin
Publié: (2026)