Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network

By Zeyun Hu, Yang Liu

Published 2026-03-13

Everscope rating

1939.7

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Poor-Performance-Region Algorithm (PPRA) and Algorithm-Guided Piecewise-Neural-Network Framework. Problem types: Portfolio Optimization, Risk Management, Optimization, Constrained Optimization, Stochastic Optimization.

arXiv:2512.00299 · Paper rankings

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