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portfolio selection

20 papers

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Co-occurring keywords

portfolio optimization (40) online learning (1777) risk management (106) reinforcement learning (4352) mirror descent (148) algorithm selection (38) regret bound (1926) quantum state (8) asset allocation (2) online convex optimization (165)

Papers

AlphaGAT: A Two-Stage Learning Approach for Adaptive Portfolio Selection IJCAI 2025
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States ALT 2023
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness NIPS 2023
PS-AAS: Portfolio Selection for Automated Algorithm Selection in Black-Box Optimization AUTOML 2023
On Universal Portfolios with Continuous Side Information AISTATS 2023
Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States COLT 2022
Damped Online Newton Step for Portfolio Selection COLT 2022
Generalization in Portfolio-Based Algorithm Selection AAAI 2021
Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem IJCAI 2020
Relation-Aware Transformer for Portfolio Policy Learning IJCAI 2020
Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract) AAAI 2020
Nonparametric Sequential Prediction While Deep Learning the Kernel AISTATS 2020
Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection IJCAI 2020
Growth-Optimal Portfolio Selection under CVaR Constraints AISTATS 2018
Enhancing Campaign Design in Crowdfunding: A Product Supply Optimization Perspective IJCAI 2017
OLPS: A Toolbox for On-Line Portfolio Selection JMLR 2016
Gesture Recognition Portfolios for Personalization CVPR 2014
Sparse projections onto the simplex ICML 2013
A General Projection Property for Distribution Families NIPS 2009