Research paper / RESOURCE PROFILE

Distributionally Robust End-to-End Portfolio Construction

Publication: Distributionally Robust End-to-End Portfolio Construction. Published Jun 10, 2022.

Research & Papers
arxiv.orgPublished Jun 10, 2022
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Overview

Publication: Distributionally Robust End-to-End Portfolio Construction. Published Jun 10, 2022.

Publication information

Publication title
Distributionally Robust End-to-End Portfolio Construction
Authors
Giorgio Costa, Garud N. Iyengar
Published
Jun 10, 2022
Last publication revision
Jun 10, 2022
Subject areas
q-fin.CP, cs.LG, math.OC, q-fin.PM, stat.ML
Publication source
arxiv.org · abs/2206.05134v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2206.05134 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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

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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