31 citations · 63 across the 39 of their papers we have counts for
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q-fin.PM2026
FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining
Zhuohan Wang, Carmine Ventre
Factor mining seeks to discover signals from financial data that predict future asset returns and guide portfolio construction. Automated factor mining now spans genetic programmin…
q-fin.PM2026
Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
Giovanni Dispoto, Marcello Restelli, Carmine Ventre
Modern portfolio management increasingly demands a balance between traditional risk-adjusted returns and strict Environmental, Social, and Governance (ESG) mandates. Current Reinfo…