通过基于GANs的异常检测增强均值-方差投资组合优化
Enhancing mean–variance portfolio optimization through GANs-based anomaly detection
Annals of Operations Research · 2024
被引 9
ABS 3
- Jang Ho Kim
- Seyoung Kim
- Yongjae Lee 通讯
- Woo Chang Kim
- Frank J. Fabozzi
金融经济学投资组合优化机器学习异常检测计算理论