"Anatomy of Machines for Markowitz: Decision-Focused Learning for ..."

Junhyeong Lee, Inwoo Tae, Yongjae Lee (2024)

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DOI: 10.48550/ARXIV.2409.09684

access: open

type: Informal or Other Publication

metadata version: 2024-10-21

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  - journals/corr/abs-2409-09684
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  - https://dblp.org/rec/journals/corr/abs-2409-09684
Junhyeong Lee, Inwoo Tae, Yongjae Lee:
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization. CoRR abs/2409.09684 (2024)

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