Learning to Manage Investment Portfolios beyond Simple Utility Functions

By Maarten P. Scholl, Mahmoud Mahfouz, Anisoara Calinescu, J. Doyne Farmer

Published 2025-11-15

Everscope rating

1901.9

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Conditional WGAN-GP for Investment Strategy Learning. Problem types: Generative Modeling, Portfolio Optimization, Classification, Density Estimation, Unsupervised Learning, Dimensionality Reduction, Risk Management.

arXiv:2510.26165 · Paper rankings

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