Portfolio Selection via Graph-Aware Gaussian Processes With Generalized Gaussian Likelihood

Naiqi Li, Zhikang Xia, Yiming Li 0004, Ercan E. Kuruoglu, Yong Jiang 0001, Shu-Tao Xia. Portfolio Selection via Graph-Aware Gaussian Processes With Generalized Gaussian Likelihood. IEEE Trans. Artif. Intell., 5(2):505-515, February 2024. [doi]

Abstract

Abstract is missing.