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Risheng Qiao

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Open access Aug 2026

Portfolio Optimization Based on Transformer-GAN Enhanced Black–Litterman Framework for Quantitative Analysis

A Transformer-GAN enhanced Black–Litterman framework that integrates temporal representation learning, uncertainty-aware scenario generation, and Bayesian portfolio optimization is proposed that improves risk-adjusted portfolio performance while maintaining robustness against market uncertainty.

Yong-Sheng Qiao, Risheng Qiao, Yong-Sheng Qiao · 0 citations

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