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Machine learning-based portfolio optimization: comparative analysis with the all-weather portfolio strategy

Published Online: 2026-04-27

Authors

Ha, Yu Sung

Kang, Jongho

Kim, Jihun

Chun, Dohyun https://orcid.org/0000-0003-3031-4011
Funding

Funding for this research was provided by:

Ministry of Education (2025-RISE-10-002)
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Text and Data Mining valid from 2026-04-27

Version of Record valid from 2026-04-27
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Article History

Received: 14 March 2025

Accepted: 18 March 2026

First Online: 27 April 2026

Declarations

:

: The authors declare that they have no competing interests.

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