Journal Pre-proofPrediction-based mean–variance portfolios with risk budgeting based onneural networksYilin Ma Yudong Wang Weizhong Wang Chong ZhangPII S0957-41742301140-5DOI httpsdoiorg101016jeswa202

This is a pre-proof of an article titled "Prediction-based mean-variance portfolios with risk budgeting based on neural networks" authored by Yilin Ma, Yudong Wang, Weizhong Wang, and Chong Zhang. The article is accepted for publication in the journal Expert Systems With Applications. The authors propose a method for constructing mean-variance portfolios using prediction-based models and neural networks for risk budgeting. The pre-proof version of the article is provided for early visibility and may undergo further enhancements and revisions before final publication