Post-Screening Portfolio Selection

By Yoshimasa Uematsu, Shinya Tanaka

Published 2026-04-19

Everscope rating
1763.6
Relevance to quantitative trading
9 / 10
Implementation complexity
6 / 10
Reproducibility
3 / 5

About this paper

Methodology: Post-Screening Portfolio Selection (PS2) and FPS2. Problem types: Portfolio Optimization, Dimensionality Reduction, Regression, Optimization.

arXiv:2604.17593 ยท Paper rankings

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