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SSRNPortfolio & Allocation

Portfolio Asset Selection with Graph Based Representation Learning

The Representation Portfolio Selection (RPS) method is introduced for portfolio optimization, showing that popular algorithms can benefit from this asset selection approach.

Featured in No. 29 on 13 Dec 2023 · 4 days after release

Released
9 Dec 2023
First featured
No. 29 · 13 Dec 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4659016

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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