DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection.

Donghee Choi Jinkyu Kim Mogan Gim Jinho Lee Jaewoo Kang

Published in: CoRR (2024)

Keyphrases

portfolio selection
financial markets
portfolio management
multistage stochastic
neural network
decision making
stock market
robust optimization
optimal portfolio
multi objective
short term