End-to-End, Decision-based, Cardinality-Constrained Portfolio Optimization
The article introduces a comprehensive framework for portfolio optimization using a neural network, and compares three different problem-solving methods within this framework.
Featured in No. 20 on 12 Oct 2023 · · 11 citations today
- Released
- 21 Aug 2022
- First featured
- No. 20 · 12 Oct 2023
- Citations (Semantic Scholar)
- 11
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4598167
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).