Portfolio optimization using predictive auxiliary classifier generative adversarial networks

Jiwook Kim; Minhyeok Lee

doi:10.1016/j.engappai.2023.106739

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Portfolio optimization using predictive auxiliary classifier generative adversarial networks

Jiwook Kim Minhyeok Lee

Year: 2023 Journal: Engineering Applications of Artificial Intelligence Vol: 125 Pages: 106739-106739 Publisher: Elsevier BV

DOI: 10.1016/j.engappai.2023.106739

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Keywords:

Computer science Sharpe ratio Portfolio optimization Portfolio Machine learning Artificial intelligence Probabilistic logic Econometrics Deep learning Mathematical optimization Economics Financial economics Mathematics

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Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Financial Markets and Investment Strategies

Social Sciences → Economics, Econometrics and Finance → Finance

Energy Load and Power Forecasting

Physical Sciences → Engineering → Electrical and Electronic Engineering

Portfolio optimization using predictive auxiliary classifier generative adversarial networks

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