DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction

By Jianyuan Zhong, Zhijian Xu, Saizhuo Wang, Xiangyu Wen, Jian Guo, Qiang Xu

Published 2024-05-24

Everscope rating

1735.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Direct Sorted Portfolio Optimization (DSPO). Problem types: Portfolio Optimization, Ranking, Time Series Forecasting.

arXiv:2405.15833 · Paper rankings

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