portfolio optimization

MetaTrader: Learning to Generalize RL Trading Policies Beyond Offline Data AAAI 2026 AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors AAAI 2025 Augmented Lagrangian Risk-constrained Reinforcement Learning for Portfolio Optimization (Student Abstract) AAAI 2025 DCC: Differentiable Cardinality Constraints for Partial Index Tracking AAAI 2025 Enhancing Portfolio Optimization via Heuristic-Guided Inverse Reinforcement Learning with Multi-Objective Reward and Graph-based Policy Learning IJCAI 2025 Latent Variable Estimation in Bayesian Black-Litterman Models ICML 2025 Leveraging LLM-based sentiment analysis for portfolio optimization with proximal policy optimization ACL 2025 Linear Trading Position with Sparse Spectrum IJCAI 2025 A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization NeurIPS 2024 Autonomous Sparse Mean-CVaR Portfolio Optimization ICML 2024 Autoregressive Policy Optimization for Constrained Allocation Tasks NeurIPS 2024 New Insight of Variance reduce in Zero-Order Hard-Thresholding: Mitigating Gradient Error and Expansivity Contradictions ICLR 2024 SocioDojo: Building Lifelong Analytical Agents with Real-world Text and Time Series ICLR 2024 Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios JMLR 2024 Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation AISTATS 2023 Landscape Surrogate: Learning Decision Losses for Mathematical Optimization Under Partial Information NeurIPS 2023 Learning the Efficient Frontier NeurIPS 2023 Semantic Similarity Covariance Matrix Shrinkage EMNLP 2023 StockFormer: Learning Hybrid Trading Machines with Predictive Coding IJCAI 2023 TaskMet: Task-driven Metric Learning for Model Learning NeurIPS 2023 A Smart Trader for Portfolio Management based on Normalizing Flows IJCAI 2022 FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning NeurIPS 2022 Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming UAI 2022 No Stock is an Island: Learning Internal and Relational Attributes of Stocks with Contrastive Learning EMNLP 2022 Deep Portfolio Optimization via Distributional Prediction of Residual Factors AAAI 2021