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Found 3 papers, 1 papers with code
ChatGPT-based Investment Portfolio Selection
In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection.
Gradient boosting for convex cone predict and optimize problems
Prediction models are typically optimized independently from decision optimization.
Integrating prediction in mean-variance portfolio optimization
Prediction models are traditionally optimized independently from their use in the asset allocation decision-making process.
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