深度学习框架增强投资组合优化策略

报道来源 [3]

1. arXiv cs.LG TIER_1 English(EN) · Rahul Fernandes, Travis Desell · 2026-05-29 04:00

   财务引导的深度投资组合优化

   arXiv:2605.28853v1 Announce Type: cross Abstract: Portfolio optimization in real-world financial markets is notoriously difficult due to non-stationarity, noisy data, and high transaction costs. Standard predict-then-optimize methods first forecast returns and then solve for weig…

2. arXiv cs.NE (Neural & Evolutionary) TIER_1 English(EN) · Robert Ślepaczuk · 2026-05-17 07:50

   面向全球股票市场多元化投资组合管理的深度强化学习框架

   This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision Process, incorporating transaction costs…

3. arXiv stat.ML TIER_1 English(EN) · Yun Lin, Jiawei Lou, Jinghe Zhang · 2026-05-27 04:00

   从头条到持仓：深度学习助力更明智的投资组合决策

   arXiv:2509.24144v2 Announce Type: replace-cross Abstract: Deep learning offers new tools for portfolio optimization. We present an end-to-end framework that directly learns portfolio weights by combining Long Short-Term Memory (LSTM) networks to model temporal patterns, Graph Att…