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sharpe ratio

10 papers

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Co-occurring keywords · papers mentioning both

portfolio optimization (3) sentiment analysis (2) reinforcement learning (2) recurrent reinforcement learning (1) cooperative learning (1) proximal policy optimization (1) risk criterion (1) heteroscedastic regression (1) portfolio management (1) cooperative system (1)

Papers

Latent Variable Estimation in Bayesian Black-Litterman Models ICML 2025 Leveraging LLM-based sentiment analysis for portfolio optimization with proximal policy optimization ACL 2025 A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization NeurIPS 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 Towards Assessing and Benchmarking Risk-Return Tradeoff of Off-Policy Evaluation ICLR 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