15 citations · 66 across the 32 of their papers we have counts for
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q-fin.PM2022
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization
Mufhumudzi Muthivhi, Terence L. van Zyl
The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literatu…
q-fin.PM2022
Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management
Ruan Pretorius, Terence van Zyl
Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL)…