Portfolio's Attention, Not Yours: A Hybrid Transformer-LP Framework for Constraint-Aware Portfolio Optimization to Maximize Sharpe Ratio

This dataset accompanies the article “Portfolio's Attention, Not Yours: A Hybrid Transformer-LP Framework for Constraint-Aware Portfolio Optimization to Maximize Sharpe Ratio” and provides the full set of data, code outputs, and interactive visualizations underlying our analysis.

本数据集随附论文《投资组合的注意力，而非你的：面向最大化夏普比率(Sharpe Ratio)的约束感知投资组合优化混合Transformer-线性规划(Linear Programming, LP)框架》，并提供了支撑本研究分析的完整数据集、代码输出结果及交互式可视化内容。