Financial Thought Experiment: A GAN-Based Approach to Vast Robust Portfolio Selection
Published in Proceedings of the Twenty-Ninth IJCAI, Special Track on AI in FinTech, 2020
With Chi Seng Pun and Hoi Ying Wong.
Lei Bill Wang
Postdoctoral Fellow
- Austin, Texas
- University of Texas at Austin
- lei.wang@austin.utexas.edu
- GitHub