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KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Booste

Publication: KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees. Published Aug 24, 2026.

arxiv.orgPublished Aug 24, 2026
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Overview

Publication: KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees. Published Aug 24, 2026.

Publication information

Publication title
KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees
Authors
Jiayu Li
Published
Aug 24, 2026
Last publication revision
Aug 24, 2026
Subject areas
q-fin.PM, cs.LG
Publication source
arxiv.org · abs/2608.23393v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2608.23393 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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