A Deep Learning Approach to Goal-Based Portfolio Optimization in Non-Stationary Environments

Goal-based portfolio optimization is a portfolio design technique that tailors investment strategies to an investor’s specific financial objective. Traditional approaches to this paradigm often assume that market dynamics are stationary, meaning that factors such as mean returns, volatili...

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Bibliographic Details
Main Authors: Tessa Bauman, Lovre Mrcela, Sven Goluza, Zvonko Kostanjcar
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/11078269/
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