Smart Predict–then–Optimize Paradigm for Portfolio Optimization in Real Markets

By Yi Wang, Takashi Hasuike

Published 2026-01-13

Everscope rating

1549.8

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Smart Predict–then–Optimize (SPO) with SPO+ Surrogate Loss. Problem types: Portfolio Optimization, Optimization, Time Series Forecasting, Risk Management.

arXiv:2601.04062 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.