Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation

By Muhammad Aarash, Dr. Hassan Jaleel

Published 2026-01-16

Everscope rating

1440.5

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: LLM-Guided No-Regret Portfolio Allocation Framework. Problem types: Portfolio Optimization, Online Learning, Risk Management, Clustering, Natural Language Processing, Optimization.

arXiv:2601.17021 · Code · Paper rankings

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