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papersSEP 10 04:00 UTC

arXiv paper integrates prediction with multi-period portfolio optimization

A machine learning paper posted on arXiv (2512.11273, updated to v3) presents an integrated approach combining prediction with multi-period portfolio optimization. The framework accounts for transaction costs, path-dependent risks, and the sequential structure of trading decisions that single-period models fail to capture. The work targets practical portfolio management where trades unfold over multiple periods.

finance/optimization/portfolio