Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization

By Yi Wang, Takashi Hasuike

Published 2026-07-13

Everscope rating

1736.4

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: SPO+-based Decision-Focused Learning with KKT-Based Ranking Interpretation. Problem types: Portfolio Optimization, Ranking, Optimization, Risk Management.

arXiv:2605.01176 · Paper rankings

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