conftrace_

sharpe ratio

8 papers

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Co-occurring keywords

portfolio optimization (40) sentiment analysis (2084) reinforcement learning (4352) recurrent reinforcement learning (5) cooperative learning (65) proximal policy optimization (123) risk criterion (4) heteroscedastic regression (22) portfolio management (13) cooperative system (4)

Papers

Leveraging LLM-based sentiment analysis for portfolio optimization with proximal policy optimization ACL 2025
A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization NIPS 2024
Enhanced Financial Sentiment Analysis and Trading Strategy Development Using Large Language Models ACL 2024
Modeling News Interactions and Influence for Financial Market Prediction EMNLP 2024
Near-Optimal MNL Bandits Under Risk Criteria AAAI 2021
MAPS: Multi-Agent reinforcement learning-based Portfolio management System. IJCAI 2020
Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract) AAAI 2020
Nonparametric Sharpe Ratio Function Estimation in Heteroscedastic Regression Models via Convex Optimization AISTATS 2018