Deep Portfolio Optimization via Distributional Prediction of Residual Factors.
Kentaro ImajoKentaro MinamiKatsuya ItoKei NakagawaPublished in: AAAI (2021)
Keyphrases
- data mining
- portfolio optimization
- portfolio management
- portfolio selection
- problems involving
- factor analysis
- risk management
- robust optimization
- stock market
- optimization methods
- co occurrence
- bi objective
- data warehouse
- financial time series
- key factors
- stock exchange
- stock price
- efficient solutions
- case based reasoning
- multi objective