Hybrid deep learning models like Transformer+GNN deliver better stability and lower drawdowns in portfolio optimization, yet mean-variance optimization with calibrated inputs yields the highest returns and Sharpe ratios.
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
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Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization
Hybrid deep learning models like Transformer+GNN deliver better stability and lower drawdowns in portfolio optimization, yet mean-variance optimization with calibrated inputs yields the highest returns and Sharpe ratios.