Transfer Learning for Portfolio Optimization.
Haoyang CaoHaotian GuXin GuoMathieu RosenbaumPublished in: CoRR (2023)
Keyphrases
- transfer learning
- portfolio optimization
- portfolio selection
- learning tasks
- problems involving
- factor analysis
- robust optimization
- labeled data
- risk management
- reinforcement learning
- bi objective
- cross domain
- active learning
- stock market
- optimization methods
- multi task
- stock price
- machine learning
- machine learning algorithms
- text categorization
- semi supervised learning
- text classification
- collaborative filtering
- stock exchange
- data sets
- text mining
- transfer knowledge
- independent component analysis
- target domain
- semi supervised
- probability distribution
- information retrieval