:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autore principale:	Boukardagha, Amine
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Portfolio Management Machine Learning Mathematical Finance
Accesso online:	https://arxiv.org/abs/2603.04441
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
di: Chen, Yuling Max, et al.
Pubblicazione: (2025)

Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
di: Hu, Zeyun, et al.
Pubblicazione: (2025)

Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
di: Lam, Duy Khanh
Pubblicazione: (2024)

Kernel Learning for Mean-Variance Trading Strategies
di: Futter, Owen, et al.
Pubblicazione: (2025)

Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
di: Lam, Duy Khanh
Pubblicazione: (2025)

Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
di: Zhou, Qiqin
Pubblicazione: (2024)

Navigating Uncertainty in ESG Investing
di: Zhang, Jiayue, et al.
Pubblicazione: (2023)

Merton's Problem with Recursive Perturbed Utility
di: Dai, Min, et al.
Pubblicazione: (2026)

In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
di: Jacquier, Antoine, et al.
Pubblicazione: (2025)

Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
di: Bartesaghi, Paolo, et al.
Pubblicazione: (2025)

Neural Functionally Generated Portfolios
di: Monoyios, Michael, et al.
Pubblicazione: (2025)

A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
di: Bae, Hyunglip, et al.
Pubblicazione: (2025)

Universal portfolios in continuous time: an approach in pathwise Itô calculus
di: Han, Xiyue, et al.
Pubblicazione: (2025)

Retirement decision with addictive habit persistence in a jump diffusion market
di: Guan, Guohui, et al.
Pubblicazione: (2020)

A Geometric Approach To Asset Allocation With Investor Views
di: Antonov, Alexandre V., et al.
Pubblicazione: (2024)

Outperforming a Benchmark with $α$-Bregman Wasserstein divergence
di: Pesenti, Silvana M., et al.
Pubblicazione: (2026)

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

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

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

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

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

Utility Maximisation with Model-independent Constraints
di: Cox, Alexander M. G., et al.
Pubblicazione: (2025)

Risk Budgeting Allocation for Dynamic Risk Measures
di: Pesenti, Silvana M., et al.
Pubblicazione: (2023)

The Elasticity of Quantitative Investment
di: Davis, Carter
Pubblicazione: (2023)

Adaptive and Regime-Aware RL for Portfolio Optimization
di: Raj, Gabriel Nixon
Pubblicazione: (2025)

Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
di: Dolinsky, Yan
Pubblicazione: (2025)

Investing Is Compression
di: Stiffelman, Oscar
Pubblicazione: (2026)

Optimal Transport Divergences induced by Scoring Functions
di: Pesenti, Silvana M., et al.
Pubblicazione: (2023)

Hopfield Networks for Asset Allocation
di: Nicolini, Carlo, et al.
Pubblicazione: (2024)

Data-Driven Merton's Strategies via Policy Randomization
di: Dai, Min, et al.
Pubblicazione: (2023)

Deep Reinforcement Learning for Long-Short Portfolio Optimization
di: Huang, Gang, et al.
Pubblicazione: (2020)

Application of Deep Learning for Factor Timing in Asset Management
di: Panda, Prabhu Prasad, et al.
Pubblicazione: (2024)

Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
di: Jingyi, Fiona Xiao, et al.
Pubblicazione: (2025)

Aligning Language Models with Investor and Market Behavior for Financial Recommendations
di: Spadea, Fernando, et al.
Pubblicazione: (2025)

Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
di: Sen, Jaydip, et al.
Pubblicazione: (2024)

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

Sparse Portfolio Selection via Topological Data Analysis based Clustering
di: Goel, Anubha, et al.
Pubblicazione: (2024)

QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
di: Pan, Jingfeng, et al.
Pubblicazione: (2025)

Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
di: Guo, Tian, et al.
Pubblicazione: (2024)

Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
di: Kim, Juhyeong, et al.
Pubblicazione: (2025)