SOTAVerified

Portfolio Optimization

Portfolio management is the task of obtaining higher excess returns through the flexible allocation of asset weights. In reality, common examples are stock selection and the Enhanced Index Fund (EIF). The general solution of portfolio management is to score the potential of assets, buy assets with upside potential and increase their weighting, and sell assets that are likely to fall or are relatively weak. A large number of strategies have been proposed for portfolio management.

Papers

Showing 110 of 428 papers

TitleStatusHype
skfolio: Portfolio Optimization in PythonCode5
Qlib: An AI-oriented Quantitative Investment PlatformCode4
Empirical Asset Pricing with Large Language Model AgentsCode2
A Survey of Financial AI: Architectures, Advances and Open ChallengesCode2
Contrastive Learning of Asset Embeddings from Financial Time SeriesCode2
Bayesian Optimization of Risk MeasuresCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified