Enhancing Portfolio Optimization with Transformer-GAN Integration: A Novel Approach in the Black-Litterman Framework

The core message of this article is that by integrating Transformer models and Generative Adversarial Networks (GANs), the authors have developed a novel approach to enhance portfolio optimization within the Black-Litterman framework. This hybrid model leverages the strengths of both architectures to generate more accurate predictive views, leading to improved investment decision-making and robust portfolio optimization.