portfolio optimization

Wasserstein Distributionally Robust Inverse Multiobjective Optimization AAAI 2021 A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem IJCAI 2020 Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection IJCAI 2020 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 Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization ACL 2020 Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020 Artificial Counselor System for Stock Investment AAAI 2019 The Kelly Growth Optimal Portfolio with Ensemble Learning AAAI 2019 Efficient Online Portfolio with Logarithmic Regret NeurIPS 2018 Regret Bounds for Online Portfolio Selection with a Cardinality Constraint NeurIPS 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 NeurIPS 2015 Learning Connections in Financial Time Series ICML 2013 Mean Reversion with a Variance Threshold ICML 2013 A General Projection Property for Distribution Families NeurIPS 2009 Efficient Algorithms for Universal Portfolios JMLR 2002