A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization (Q6934517)

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A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization

scientific article; zbMATH DE number 8088663

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English	A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization	scientific article; zbMATH DE number 8088663

Statements

instance of

scholarly article

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title

A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization (English)

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Applied Mathematical Finance

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publication date

3 September 2025

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MaRDI profile type

MaRDI publication profile

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cites work

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BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID

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Deep learning

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Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns

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Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

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Identifiers

DOI

10.1080/1350486X.2024.2410200

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization