Any papers support the portfolio optimization via deep learning directly?
Open
- Dominant language
- Python
- Stars
- 1.2k
- Forks
- 170
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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