Open AccessDeep Portfolio Optimization via Distributional Prediction of Residual Factors
Author(s) -
Kentaro Imajo,
Kentaro Minami,
Katsuya Ito,
Kei Nakagawa
Publication year - 2021
Publication title -
proceedings of the aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v35i1.16095
Subject(s) - computer science , residual , portfolio , artificial intelligence , robustness (evolution) , machine learning , financial market , stock market , portfolio optimization , deep learning , artificial neural network , econometrics , trading strategy , finance , algorithm , economics , paleontology , biochemistry , chemistry , horse , biology , gene
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