A Deep Learning Approach to Goal-Based Portfolio Optimization in Non-Stationary Environments
Goal-based portfolio optimization is a portfolio design technique that tailors investment strategies to an investor’s specific financial objective. Traditional approaches to this paradigm often assume that market dynamics are stationary, meaning that factors such as mean returns, volatili...
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| Main Authors: | Tessa Bauman, Lovre Mrcela, Sven Goluza, Zvonko Kostanjcar |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11078269/ |
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