{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/semi-decision-focused-learning-with-deep","title":"Semi-Decision-Focused Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization","arxiv_id":"2503.13544","date":"2025-03-16","proceeding":null,"authors":["Juhyeong Kim"],"abstract":"I propose Semi-Decision-Focused Learning, a practical adaptation of Decision-Focused Learning for portfolio optimization. Rather than directly optimizing complex financial metrics, I employ simple target portfolios (Max-Sortino or One-Hot) and train models with a convex, cross-entropy loss. I further incorporate Deep Ensemble methods to reduce variance and stabilize performance. Experiments on two universes (one upward-trending and another range-bound) show consistent outperformance over baseline portfolios, demonstrating the effectiveness and robustness of my approach. Code is available at https://github.com/sDFLwDE/sDFLwDE","url_abs":"https://arxiv.org/abs/2503.13544v2","url_pdf":"https://arxiv.org/pdf/2503.13544v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"semi-decision-focused-learning-with-deep","repo_url":"https://github.com/sdflwde/sdflwde","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"portfolio-optimization","task_name":"Portfolio Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}