KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees

By Jiayu Li

Published 2026-08-24

Everscope rating

1818.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

5 / 5

About this paper

Methodology: KellyBoost. Problem types: Portfolio Optimization, Optimization, Structured Prediction.

arXiv:2608.23393 · Paper rankings

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