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Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Op

Publication: Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice. Published Apr 15, 2025.

Research & Papers
arxiv.orgPublished Apr 15, 2025
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Overview

Publication: Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice. Published Apr 15, 2025.

Publication information

Publication title
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
Authors
Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo, Byung Hwa Lim
Published
Apr 15, 2025
Last publication revision
Sep 10, 2025
Subject areas
q-fin.PM, q-fin.CP
Publication source
arxiv.org · abs/2504.11116v7 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2504.11116 ↗

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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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