Financially Guided Deep Portfolio Optimization

arXiv:2605.28853 · q-fin.PM, cs.LG · Submitted 2026-05-16 · Read on arXiv

q-fin.PM, cs.LG

Submitted: 2026-05-16

Updated: 2026-09-21

Comments: 8 pages, 4 figures. Presented at the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr 2026)

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Benchmark — 18× in this paper · explained in 2 episodes
• Loss Function — 9× in this paper · explained in 2 episodes
• Transformer — 9× in this paper · explained in 2 episodes
• Regularization — 7× in this paper · explained in 3 episodes
• Clustering — 6× in this paper · explained in 2 episodes
• Conditional Value-at-Risk — 5× in this paper
• Robustness — 5× in this paper · explained in 5 episodes
• Non-stationarity — 3× in this paper · explained in 2 episodes
• Temporal Fusion Transformer — 3× in this paper
• Time Series Forecasting — 3× in this paper · explained in 3 episodes
• Attention Mechanism — 2× in this paper · explained in 2 episodes
• Hierarchical Risk Parity — 2× in this paper
• Nested Clustered Optimization — 2× in this paper
• Bayesian Optimization — 1× in this paper · explained in 3 episodes
• Core — 1× in this paper · explained in 2 episodes
• Hybrid Architectures — 1× in this paper · explained in 3 episodes
• Mean-Variance Optimization — 1× in this paper

Sources

• A Novel Loss Function for Deep Learning Based Daily Stock Trading System
• Performance-based regularization in mean-CVaR portfolio optimization
• Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
• OptunaHub: A Platform for Black-Box Optimization

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