Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction

By Keonvin Park

Published 2026-03-09

Everscope rating

1649.8

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

2 / 5

About this paper

Methodology: Joint Return and Risk Modeling with Multivariate LSTM. Problem types: Time Series Forecasting, Portfolio Optimization, Risk Management, Regression.

arXiv:2603.19288 · Paper rankings

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