Enhancing mean-variance portfolio optimization through GANs-based anomaly detection
From MaRDI portal
Cites work
- 60 years of portfolio optimization: practical challenges and current trends
- A NEW MEASURE OF RANK CORRELATION
- A practical guide to robust portfolio optimization
- A well-conditioned estimator for large-dimensional covariance matrices
- ChatGPT-based investment portfolio selection
- Distributionally robust end-to-end portfolio construction
- End-to-end risk budgeting portfolio optimization with neural networks
- Fin-GAN: forecasting and classifying financial time series via generative adversarial networks
- Goal-based investing based on multi-stage robust portfolio optimization
- scientific article; zbMATH DE number 3395249 (Why is no real title available?)
- On a Measure of Dependence Between two Random Variables
- On Some Useful "Inefficient" Statistics
- Quant GANs: deep generation of financial time series
- Recent advancements in robust optimization for investment management
- Risk-return analysis. Vol. I. The theory and practice of rational investing. With contributions by Kenneth A. Blay, Anthony Tessitore, Ansel Tessitore and Nilfur Usmen. With a foreword by Stephen A. Batman
- Robust equity portfolio performance
- Robust portfolio optimization: a categorized bibliographic review
- Shrinkage Algorithms for MMSE Covariance Estimation
- The effects of errors in means, variances, and correlations on the mean-variance framework
- The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review
- Unsupervised Sequential Outlier Detection With Deep Architectures
This page was built for publication: Enhancing mean-variance portfolio optimization through GANs-based anomaly detection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7008526)
