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

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