Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
The portfolio selection problem has been a central focus in financial research. A complete portfolio selection process includes two stages: stock pre-selection and portfolio optimization. However, most existing studies focus on portfolio optimization, often overlooking stock pre-selection. To addres...
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| Main Authors: | Shiguo Huang, Linyu Cao, Ruili Sun, Tiefeng Ma, Shuangzhe Liu |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-10-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/21/3376 |
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