Portfolio optimization using predictive auxiliary classifier generative adversarial networks

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Jiwook Kim, Minhyeok Lee

Published: 01 Jan 2023, Last Modified: 01 Oct 2024Eng. Appl. Artif. Intell. 2023EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Proposed a novel portfolio optimization algorithm and a deep learning model.•Demonstrated the validity of the proposed algorithm in the stock market context.•Showcased the superior performance of algorithm with S&P 500 and NASDAQ 100 stocks.