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

A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem IJCAI 2020
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization ACL 2020
Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection IJCAI 2020
Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020
The Kelly Growth Optimal Portfolio with Ensemble Learning AAAI 2019
Artificial Counselor System for Stock Investment AAAI 2019
Efficient Online Portfolio with Logarithmic Regret NIPS 2018
Regret Bounds for Online Portfolio Selection with a Cardinality Constraint NIPS 2018
Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers JMLR 2018
Enhancing Campaign Design in Crowdfunding: A Product Supply Optimization Perspective IJCAI 2017
Robust Portfolio Optimization NIPS 2015
Mean Reversion with a Variance Threshold ICML 2013
Learning Connections in Financial Time Series ICML 2013
A General Projection Property for Distribution Families NIPS 2009
Efficient Algorithms for Universal Portfolios JMLR 2002