Graph neural networks for deep portfolio optimization.
Ömer EkmekciogluMustafa Ç. PinarPublished in: Neural Comput. Appl. (2023)
Keyphrases
- portfolio optimization
- neural network
- portfolio selection
- problems involving
- robust optimization
- portfolio management
- risk management
- bi objective
- pattern recognition
- factor analysis
- stock market
- genetic algorithm
- optimization methods
- clustering method
- random walk
- neural network model
- directed graph
- multiple objectives
- source code
- stock exchange