7 citations · 18 across the 21 of their papers we have counts for
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q-fin.PM2026
Financially Guided Deep Portfolio Optimization
Rahul Fernandes, Travis Desell
Portfolio optimization in real-world financial markets is notoriously difficult due to non-stationarity, noisy data, and high transaction costs. Standard predict-then-optimize meth…
q-fin.PM2024
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
Zimeng Lyu, Amulya Saxena, Rohaan Nadeem +2
Stock return forecasting is a major component of numerous finance applications. Predicted stock returns can be incorporated into portfolio trading algorithms to make informed buy o…