Portfolio optimization using predictive auxiliary classifier generative adversarial networks.
Jiwook KimMinhyeok LeePublished in: Eng. Appl. Artif. Intell. (2023)
Keyphrases
- portfolio optimization
- portfolio selection
- problems involving
- stock market
- portfolio management
- bi objective
- robust optimization
- optimization methods
- factor analysis
- risk management
- network design
- generative model
- network structure
- feature space
- feature selection
- neural network
- stock price
- long term
- optimal solution
- stock exchange
- clustering algorithm