-performance computing capabilities. We first explore diverse pairings of generative model forecasts and objective functions used for … portfolios constructed using the vine-copula generative model and the Sharpe-ratio objective function consistently outperform. To … portfolios over their benchmarks significantly surpasses that achieved by individual generative model-based portfolios over their …

illustrative case study, we develop a generative model that accounts for the social mechanisms that explain how business models …