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ACO advanced Mamba for adaptive portfolio optimization. / Vuković, Darko B.; Zinovev, Vyacheslav; Ushakov, Fedor; Moni, Mohanan.

в: Finance Research Letters, Том 86, 108662, 01.12.2025.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Vuković, DB, Zinovev, V, Ushakov, F & Moni, M 2025, 'ACO advanced Mamba for adaptive portfolio optimization', Finance Research Letters, Том. 86, 108662. https://doi.org/10.1016/j.frl.2025.108662

APA

Vuković, D. B., Zinovev, V., Ushakov, F., & Moni, M. (2025). ACO advanced Mamba for adaptive portfolio optimization. Finance Research Letters, 86, [108662]. https://doi.org/10.1016/j.frl.2025.108662

Vancouver

Vuković DB, Zinovev V, Ushakov F, Moni M. ACO advanced Mamba for adaptive portfolio optimization. Finance Research Letters. 2025 Дек. 1;86. 108662. https://doi.org/10.1016/j.frl.2025.108662

Author

Vuković, Darko B. ; Zinovev, Vyacheslav ; Ushakov, Fedor ; Moni, Mohanan. / ACO advanced Mamba for adaptive portfolio optimization. в: Finance Research Letters. 2025 ; Том 86.

BibTeX

@article{6167240d65df4859aef14440f42bbf8a,
title = "ACO advanced Mamba for adaptive portfolio optimization",
abstract = "We develop a sentiment-aware portfolio optimization model and integrate Ant Colony N Optimization (ACO) into the Mamba neural architecture. Our model adapts to nonlinear dynamics, and it is based on a RuBERT sentiment factor and inflation-adjusted returns. Empirical analysis shows improved risk-return efficiency over Ordinary Least Squares regression model (OLS) and the Sequential Least Squares Programming (SLSQP) under structural volatility and uncertainty.",
keywords = "ACO, Emerging Markets, Investor sentiment, Mamba neural network, Portfolio Optimization",
author = "Vukovi{\'c}, {Darko B.} and Vyacheslav Zinovev and Fedor Ushakov and Mohanan Moni",
year = "2025",
month = dec,
day = "1",
doi = "10.1016/j.frl.2025.108662",
language = "English",
volume = "86",
journal = "Finance Research Letters",
issn = "1544-6123",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - ACO advanced Mamba for adaptive portfolio optimization

AU - Vuković, Darko B.

AU - Zinovev, Vyacheslav

AU - Ushakov, Fedor

AU - Moni, Mohanan

PY - 2025/12/1

Y1 - 2025/12/1

N2 - We develop a sentiment-aware portfolio optimization model and integrate Ant Colony N Optimization (ACO) into the Mamba neural architecture. Our model adapts to nonlinear dynamics, and it is based on a RuBERT sentiment factor and inflation-adjusted returns. Empirical analysis shows improved risk-return efficiency over Ordinary Least Squares regression model (OLS) and the Sequential Least Squares Programming (SLSQP) under structural volatility and uncertainty.

AB - We develop a sentiment-aware portfolio optimization model and integrate Ant Colony N Optimization (ACO) into the Mamba neural architecture. Our model adapts to nonlinear dynamics, and it is based on a RuBERT sentiment factor and inflation-adjusted returns. Empirical analysis shows improved risk-return efficiency over Ordinary Least Squares regression model (OLS) and the Sequential Least Squares Programming (SLSQP) under structural volatility and uncertainty.

KW - ACO

KW - Emerging Markets

KW - Investor sentiment

KW - Mamba neural network

KW - Portfolio Optimization

UR - https://www.mendeley.com/catalogue/e3200751-dd69-3a87-ae9b-e6245fb0a94b/

U2 - 10.1016/j.frl.2025.108662

DO - 10.1016/j.frl.2025.108662

M3 - Article

VL - 86

JO - Finance Research Letters

JF - Finance Research Letters

SN - 1544-6123

M1 - 108662

ER -

ID: 143459169