{"id":"https://openalex.org/W4404369417","doi":"https://doi.org/10.1145/3677052.3698605","title":"Hopfield networks for asset allocation","display_name":"Hopfield networks for asset allocation","publication_year":2024,"publication_date":"2024-11-14","ids":{"openalex":"https://openalex.org/W4404369417","doi":"https://doi.org/10.1145/3677052.3698605"},"language":"en","primary_location":{"id":"doi:10.1145/3677052.3698605","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698605","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698605","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698605","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010148927","display_name":"Carlo Nicolini","orcid":"https://orcid.org/0000-0001-9661-0329"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Carlo Nicolini","raw_affiliation_strings":["Ipazia SpA, Italy"],"raw_orcid":"https://orcid.org/0000-0001-9661-0329","affiliations":[{"raw_affiliation_string":"Ipazia SpA, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016954841","display_name":"Monisha Gopalan","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Monisha Gopalan","raw_affiliation_strings":["Ipazia SpA, Italy"],"raw_orcid":"https://orcid.org/0000-0002-7410-5337","affiliations":[{"raw_affiliation_string":"Ipazia SpA, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048877432","display_name":"Bruno Lepri","orcid":"https://orcid.org/0000-0003-1275-2333"},"institutions":[{"id":"https://openalex.org/I2277624104","display_name":"Fondazione Bruno Kessler","ror":"https://ror.org/01j33xk10","country_code":"IT","type":"facility","lineage":["https://openalex.org/I2277624104"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Bruno Lepri","raw_affiliation_strings":["Fondazione Bruno Kessler, Italy and Ipazia SpA, Italy"],"raw_orcid":"https://orcid.org/0000-0003-1275-2333","affiliations":[{"raw_affiliation_string":"Fondazione Bruno Kessler, Italy and Ipazia SpA, Italy","institution_ids":["https://openalex.org/I2277624104"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082391569","display_name":"Jacopo Staiano","orcid":"https://orcid.org/0000-0002-1260-4640"},"institutions":[{"id":"https://openalex.org/I193223587","display_name":"University of Trento","ror":"https://ror.org/05trd4x28","country_code":"IT","type":"education","lineage":["https://openalex.org/I193223587"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Jacopo Staiano","raw_affiliation_strings":["University of Trento, Italy"],"raw_orcid":"https://orcid.org/0000-0002-1260-4640","affiliations":[{"raw_affiliation_string":"University of Trento, Italy","institution_ids":["https://openalex.org/I193223587"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5010148927"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.9934,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.81105507,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":96,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"19","last_page":"26"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.914900004863739,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.914900004863739,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11522","display_name":"VLSI and FPGA Design Techniques","score":0.9143000245094299,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6795638203620911},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.6542499661445618},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.4949192404747009},{"id":"https://openalex.org/keywords/hopfield-network","display_name":"Hopfield network","score":0.43041807413101196},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.30173444747924805},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.2727237045764923},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.2038361132144928},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1451328992843628},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.13393869996070862}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6795638203620911},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.6542499661445618},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4949192404747009},{"id":"https://openalex.org/C46421273","wikidata":"https://www.wikidata.org/wiki/Q1407668","display_name":"Hopfield network","level":3,"score":0.43041807413101196},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.30173444747924805},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.2727237045764923},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.2038361132144928},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1451328992843628},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.13393869996070862},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/3677052.3698605","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698605","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698605","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},{"id":"pmh:oai:iris.unitn.it:11572/448738","is_oa":false,"landing_page_url":"https://dl.acm.org/doi/10.1145/3677052.3698605","pdf_url":null,"source":{"id":"https://openalex.org/S4306401913","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Trento)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I193223587","host_organization_name":"University of Trento","host_organization_lineage":["https://openalex.org/I193223587"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"doi:10.1145/3677052.3698605","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3677052.3698605","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3677052.3698605","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 5th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4404369417.pdf","grobid_xml":"https://content.openalex.org/works/W4404369417.grobid-xml"},"referenced_works_count":13,"referenced_works":["https://openalex.org/W24616064","https://openalex.org/W2038636594","https://openalex.org/W2111304802","https://openalex.org/W2194775991","https://openalex.org/W2587333550","https://openalex.org/W2999546058","https://openalex.org/W3102889924","https://openalex.org/W3123181609","https://openalex.org/W4241584625","https://openalex.org/W4252167944","https://openalex.org/W4377012581","https://openalex.org/W4389731480","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W4300447733","https://openalex.org/W2218979613","https://openalex.org/W2117614743","https://openalex.org/W2390279801","https://openalex.org/W2951527796","https://openalex.org/W4391913857","https://openalex.org/W2332156480"],"abstract_inverted_index":{"We":[0,15],"present":[1],"the":[2,10,57],"first":[3],"application":[4],"of":[5,12],"modern":[6],"Hopfield":[7,78],"networks":[8,51],"to":[9,32,42,84],"problem":[11],"portfolio":[13,39,85],"optimization.":[14],"performed":[16],"an":[17,89],"extensive":[18],"study":[19],"based":[20],"on":[21,61],"combinatorial":[22],"purged":[23],"cross-validation":[24],"over":[25],"several":[26],"datasets":[27],"and":[28,35,52,70,92,100],"compared":[29],"our":[30],"results":[31,74],"both":[33],"traditional":[34],"deep-learning-based":[36],"methods":[37,45],"for":[38,88,95],"selection.":[40],"Compared":[41],"state-of-the-art":[43],"deep-learning":[44],"such":[46],"as":[47],"Long-Short":[48],"Term":[49],"Memory":[50],"Transformers,":[53],"we":[54],"find":[55],"that":[56,76],"proposed":[58],"approach":[59,83],"performs":[60],"par":[62],"or":[63],"better,":[64],"while":[65],"providing":[66],"faster":[67],"training":[68],"times":[69],"better":[71],"stability.":[72],"Our":[73],"show":[75],"Modern":[77],"Networks":[79],"represent":[80],"a":[81],"promising":[82],"optimization,":[86],"allowing":[87],"efficient,":[90],"scalable,":[91],"robust":[93],"solution":[94],"asset":[96],"allocation,":[97],"risk":[98],"management,":[99],"dynamic":[101],"rebalancing.":[102]},"counts_by_year":[{"year":2025,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}