Democratizing Index Tracking: A GNN-based Meta-Learning Method for Sparse Portfolio OptimizationInvesting in stocks is a common way for individuals to grow their wealth and diversify their investment portfolio. One popular method for…Jan 16, 2023Jan 16, 2023
Co-Evolving Thousands of Portfolios for Robustness in Portfolio SelectionOptimizing market neutral robust portfolios that would generalize well to the future is still a big challenge.Jul 1, 2021Jul 1, 2021
Published inTowards Data ScienceValidation Set Over-fitting because of Random Initialization & Selection BiasDoes “Early-Stopping” really ensure the AI model generalization?Jan 27, 20201Jan 27, 20201
