conftrace_

risk-adjusted returns

3 papers

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Co-occurring keywords

commodity futures (1) functional time series (2) hierarchical structure (220) diffusion model (3751) portfolio optimization (40) mixture of expert (640) conditional value at risk (50) stock prediction (33) maximum drawdown (1) regularized multiple cvr (1)

Papers

DHMoE: Diffusion Generated Hierarchical Multi-Granular Expertise for Stock Prediction AAAI 2025
RM-CVaR: Regularized Multiple β-CVaR Portfolio IJCAI 2020
Augmented Functional Time Series Representation and Forecasting with Gaussian Processes NIPS 2007