Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty.
Jiwook KimMinhyeok LeePublished in: CoRR (2023)
Keyphrases
- portfolio optimization
- robust optimization
- risk measures
- portfolio selection
- portfolio management
- factor analysis
- risk management
- problems involving
- support vector
- generative model
- stock market
- bi objective
- mathematical programming
- support vector machine
- feature space
- feature selection
- decision theory
- data mining techniques
- evolutionary algorithm