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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Bibliographic Details
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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