MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
Summary: MILLION: a general multi-objective portfolio framework that jointly optimizes return-rate prediction, return-rate ranking, and portfolio optimization to mitigate overfitting and improve out-of-sample returns. Provides two controllable-risk mechanisms—portfolio interpolation with theoretical perfect-risk control in a specified interval, and portfolio improvement that boosts returns at the same risk level; validated on three real-world datasets. (summarized by gpt-5-mini on Feb 09 2026)
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Authors
- 1. Liwei Deng
- 2. Tianfu Wang
- 3. Yan Zhao
- 4. Kai Zheng
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