@inproceedings{ijcai2020p637, title = {Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection}, author = {Pun, Chi Seng and Wang, Lei and Wong, Hoi Ying}, booktitle = {Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, {IJCAI-20}}, publisher = {International Joint Conferences on Artificial Intelligence Organization}, editor = {Christian Bessiere}, pages = {4619--4625}, year = {2020}, month = {7}, note = {Special Track on AI in FinTech}, doi = {10.24963/ijcai.2020/637}, url = {https://doi.org/10.24963/ijcai.2020/637}, }