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"Deep Portfolio Optimization via Distributional Prediction of Residual Factors."

Kentaro Imajo et al. (2021)

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DOI: 10.1609/AAAI.V35I1.16095

access: open

type: Conference or Workshop Paper

metadata version: 2023-09-04

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  dblp key:
  - conf/aaai/ImajoMIN21
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  - https://dblp.org/rec/conf/aaai/ImajoMIN21
Kentaro Imajo, Kentaro Minami, Katsuya Ito, Kei Nakagawa:
Deep Portfolio Optimization via Distributional Prediction of Residual Factors. AAAI 2021: 213-222

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