Search Results for author: Ayse Sinem Uysal

Found 1 papers, 0 papers with code

End-to-End Risk Budgeting Portfolio Optimization with Neural Networks

no code implementations9 Jul 2021 Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey

Portfolio optimization has been a central problem in finance, often approached with two steps: calibrating the parameters and then solving an optimization problem.

Portfolio Optimization

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