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Deep Portfolio Optimization Modeling based on Conv-Transformers with Graph Attention Mechanism.
Jifeng Sun
Wentao Fu
Jianwu Lin
Yong Jiang
Shu-Tao Xia
Published in:
IJCNN (2022)
Keyphrases
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portfolio optimization
attention mechanism
portfolio selection
risk management
problems involving
data mining techniques
bi objective
robust optimization
portfolio management
image processing
video sequences
visual features
visual attention