Distributionally robust end-to-end portfolio construction (Q6063322): Difference between revisions

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+Data-driven robust optimization
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+Q4821526
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+Computing efficient frontiers using estimated parameters
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+Deep hedging
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+Integrating prediction in mean-variance portfolio optimization
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+Ambiguous Risk Measures and Optimal Robust Portfolios
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+Data-driven distributionally robust risk parity portfolio optimization
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+Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Robust Portfolio Selection Problems
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+Recent developments in robust portfolios with a worst-case approach
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+Recent advancements in robust optimization for investment management
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+Generative adversarial networks for financial trading strategies fine-tuning and combination
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+Applied Predictive Modeling
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+Generalized deviations in risk analysis
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+Robust asset allocation
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+Quant GANs: deep generation of financial time series
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+Robust portfolio optimization: a categorized bibliographic review
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+A practical guide to robust portfolio optimization
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