Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
This paper proposes a semi-supervised teacher-student learning framework that leverages CVaR-optimized labels and synthetic t-copula augmented data to train robust Bayesian and deterministic models for portfolio optimization, demonstrating their ability to outperform traditional methods in data-scarce environments and under regime shifts.