RPS: Portfolio asset selection using graph based representation learning

Portfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years. We present a novel computational method called Representation Portfol...

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Bibliographic Details
Main Authors: MohammadAmin Fazli, Parsa Alian, Ali Owfi, Erfan Loghmani
Format: Article
Language:English
Published: Elsevier 2024-06-01
Series:Intelligent Systems with Applications
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2667305324000243