4 citations · 5 across the 2 of their papers we have counts for
2 papers
q-fin.PM2023★ 1 cited
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment
Chendi Ni, Yuying Li, Peter A. Forsyth
Motivated by the current global high inflation scenario, we aim to discover a dynamic multi-period allocation strategy to optimally outperform a passive benchmark while adhering to…
q-fin.CP2023★ 4 cited
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming
Pieter M. van Staden, Peter A. Forsyth, Yuying Li
We present a parsimonious neural network approach, which does not rely on dynamic programming techniques, to solve dynamic portfolio optimization problems subject to multiple inves…