jankrepl / jankrepl/deepdow

Any papers support the portfolio optimization via deep learning directly?

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#145 2 comments 0 reactions 0 assignees View on GitHub
Dominant language
Python
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Description

What optimization framework can this method be applied? What the difference with supervised learning, and Deep Reinforcement Learning?

Contributor guide

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Research direction

Start by reviewing the project's deep-learning portfolio-optimization scope and the questions in issue #145. Compare the requested optimization framework with supervised learning and deep reinforcement learning, and identify papers that directly support the approach. Done means providing a clear, referenced explanation addressing each question.

Written by the indexing model from the issue text.

Assessment

Tech stack
python, pytorch
Domain
fintech-quant, machine-learning
Issue type
Documentation
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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