Cover Image

Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Park, Keonvin
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Artificial Intelligence Machine Learning
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by: Deng, Liwei, et al.
Published: (2024)

Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by: Lyu, Zimeng, et al.
Published: (2024)

Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
by: Lee, Junhyeong, et al.
Published: (2024)

A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction
by: Liu, Zhipeng, et al.
Published: (2025)

Learning to Spend: Model Predictive Control for Budgeting under Non-Stationary Returns
by: Pathak, Nilavra, et al.
Published: (2026)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)

Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)

Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)

Improving Portfolio Optimization Results with Bandit Networks
by: Fonseca, Gustavo de Freitas, et al.
Published: (2024)

Enhancing Portfolio Optimization with Deep Learning Insights
by: Luo, Brandon, et al.
Published: (2026)

Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)

Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)

Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
by: Korangi, Kamesh, et al.
Published: (2024)

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

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

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

Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
by: Sun, Ruoyu, et al.
Published: (2024)

Robust Optimization in Causal Models and G-Causal Normalizing Flows
by: Visentin, Gabriele, et al.
Published: (2025)

Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
by: Koh, Woosung, et al.
Published: (2023)

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

Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by: Velay, Marc, et al.
Published: (2023)

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025)

Quantifying the Risk-Return Tradeoff in Forecasting
by: Coulombe, Philippe Goulet
Published: (2026)

Uniform Pessimistic Risk and its Optimal Portfolio
by: Hong, Sungchul, et al.
Published: (2023)

A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)

Regime-Adaptive Continual Learning for Portfolio Management
by: Pan, Chaofan, et al.
Published: (2026)

LLM-Enhanced Black-Litterman Portfolio Optimization
by: Lee, Youngbin, et al.
Published: (2025)

When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
by: Sanderink, Ursina
Published: (2026)

BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
by: Pan, Jianming, et al.
Published: (2024)

Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
by: Zhao, Junjie, et al.
Published: (2025)

Signature-Informed Transformer for Asset Allocation
by: Hwang, Yoontae, et al.
Published: (2025)

Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
by: Gao, Xuefeng, et al.
Published: (2025)

skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)

Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
by: Li, Xin, et al.
Published: (2026)

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

Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
by: Kim, Juchan, et al.
Published: (2025)

NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
by: Liu, Hsiang-Hui, et al.
Published: (2023)

PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
by: Zhao, Yuxuan, et al.
Published: (2026)