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Portfolio Transformer for Attention-Based Asset Allocation.

Damian KisielDenise Gorse
Published in: ICAISC (1) (2022)
Keyphrases
  • asset allocation
  • portfolio management
  • optimal portfolio
  • portfolio selection
  • stock market
  • portfolio optimization
  • quadratic optimization
  • expected utility
  • transaction costs
  • expert systems
  • multi objective
  • short term