conftrace_

portfolio optimization

40 papers

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Co-occurring keywords

risk management (106) reinforcement learning (4352) portfolio selection (20) neural network (6616) stochastic optimization (1060) stock trading (10) cardinality constraint (71) convex optimization (1321) shrinkage estimation (8) conditional value at risk (50)

Papers

MetaTrader: Learning to Generalize RL Trading Policies Beyond Offline Data AAAI 2026
Enhancing Portfolio Optimization via Heuristic-Guided Inverse Reinforcement Learning with Multi-Objective Reward and Graph-based Policy Learning IJCAI 2025
Linear Trading Position with Sparse Spectrum IJCAI 2025
DCC: Differentiable Cardinality Constraints for Partial Index Tracking AAAI 2025
Augmented Lagrangian Risk-constrained Reinforcement Learning for Portfolio Optimization (Student Abstract) AAAI 2025
AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors AAAI 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 NIPS 2024
Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios JMLR 2024
Autoregressive Policy Optimization for Constrained Allocation Tasks NIPS 2024
Hedging against Complexity: Distributionally Robust Optimization with Parametric Approximation AISTATS 2023
Landscape Surrogate: Learning Decision Losses for Mathematical Optimization Under Partial Information NIPS 2023
TaskMet: Task-driven Metric Learning for Model Learning NIPS 2023
Semantic Similarity Covariance Matrix Shrinkage EMNLP 2023
StockFormer: Learning Hybrid Trading Machines with Predictive Coding IJCAI 2023
Learning the Efficient Frontier NIPS 2023
A Smart Trader for Portfolio Management based on Normalizing Flows IJCAI 2022
No Stock is an Island: Learning Internal and Relational Attributes of Stocks with Contrastive Learning EMNLP 2022
Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming UAI 2022
FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning NIPS 2022
Deep Portfolio Optimization via Distributional Prediction of Residual Factors AAAI 2021
Wasserstein Distributionally Robust Inverse Multiobjective Optimization AAAI 2021
Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach AAAI 2020
Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization JMLR 2020
RM-CVaR: Regularized Multiple β-CVaR Portfolio IJCAI 2020