Distributionally Robust End-to-End Portfolio Construction

10 June 2022

Papers citing "Distributionally Robust End-to-End Portfolio Construction"

6 / 6 papers shown

Title
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization Yoontae Hwang Yaxuan Kong Stefan Zohren Yongjae Lee AIFin 55 2 0 02 Feb 2025
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization Junhyeong Lee Inwoo Tae Yongjae Lee 42 1 0 15 Sep 2024
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management Yoon-Jeong Hwang Stefan Zohren Yongjae Lee AIFin 38 1 0 18 Jul 2024
Differentiable Distributionally Robust Optimization Layers Xutao Ma Chao Ning Wenli Du 50 3 0 24 Jun 2024
End-to-end Conditional Robust Optimization A. Chenreddy Erick Delage 35 9 0 07 Mar 2024
A Survey of Contextual Optimization Methods for Decision Making under Uncertainty Utsav Sadana A. Chenreddy Erick Delage Alexandre Forel Emma Frejinger Thibaut Vidal AI4CE 52 85 0 17 Jun 2023