Quantitative stock portfolio optimization by multi-task learning risk and return
Selecting profitable stocks for investments is a challenging task. Recent research has made significant progress on stock ranking prediction to select top-ranked stocks for portfolio optimization. However, the stocks are only ranked by predicted stock return, ignoring the stock price volatility risk...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/173235 |