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A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation.
José-Manuel Peña
Fernando Suárez
Omar Larré
Domingo Ramírez
Arturo Cifuentes
Published in:
CoRR (2023)
Keyphrases
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dynamic programming
feature set
artificial intelligence
k means
optimization algorithm
clustering method
genetic algorithm
decision making
feature extraction
objective function
long term
graphical models
optimization method