A modified CTGAN-plus-features-based method for optimal asset allocation
José-Manuel Peña, Fernando Suárez, Omar Larré, Domingo Ramírez and Arturo Cifuentes
| Year of publication: |
2024
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|---|---|
| Authors: | Peña, José-Manuel ; Suárez, Fernando ; Larré, Omar ; Ramírez, Domingo ; Cifuentes, Arturo |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 3/4, p. 465-479
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| Subject: | Asset allocation | Contextual information | CTGAN | Features | GAN | Machine learning | Neural networks | Portfolio optimization | Portfolio selection | Synthetic data | Synthetic returns | Portfolio-Management | Neuronale Netze | Theorie | Theory | Kapitalanlage | Financial investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2329194 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014552083