Diffusion Models for Risk-Aware Portfolio Optimization.
Jihyeong Jeon|Jeongyoung Lee|U Kang
| Anthology ID: | DBLP:conf/wsdm/JeonLK26 |
|---|---|
| Volume: | Proceedings of the Nineteenth ACM International Conference on Web Search and Data Mining, WSDM 2026, Boise, ID, USA, February 22-26, 2026 |
| Year: | 2026 |
| Venue: | Web Search and Data Mining (WSDM) |
| Publisher: | ACM |
| Pages: | 249-259 |
| URL: | https://doi.org/10.1145/3773966.3777955 |
| DOI: | https://doi.org/10.1145/3773966.3777955 |
| DBLP: | conf/wsdm/JeonLK26 |
| BibTeX: |
@inproceedings{jeon-2026-diffusion,
author = {Jihyeong Jeon and
Jeongyoung Lee and
U Kang},
title = {{Diffusion Models for Risk-Aware Portfolio Optimization}},
booktitle = {{Proceedings of the Nineteenth ACM International Conference on Web Search and Data Mining, WSDM 2026, Boise, ID, USA, February 22-26, 2026}},
pages = {249--259},
publisher = {ACM},
year = {2026},
url = {https://doi.org/10.1145/3773966.3777955},
doi = {https://doi.org/10.1145/3773966.3777955}
}