Risk-aware Regularization for Opinion-based Portfolio Selection.

Ting-Wei Hsu Chung-Chi Chen Hen-Hsen Huang Hsin-Hsi Chen

Published in: ICWSM (2021)

Keyphrases

portfolio selection
portfolio optimization
portfolio management
risk measures
optimal portfolio
multistage stochastic
financial markets
robust optimization
investment decisions
risk management
case based reasoning
multiple objectives
artificial intelligence
supply chain
transaction costs