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

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Showing 1–25 of 428 papers

TitleStatusHype
skfolio: Portfolio Optimization in PythonCode5
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks—0
Empirical estimator of diversification quotient—0
Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization—0
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization—0
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation—0
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio SelectionCode0
MMiC: Mitigating Modality Incompleteness in Clustered Federated Learning—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Latent Variable Estimation in Bayesian Black-Litterman Models—0
Deep Declarative Risk Budgeting Portfolios—0
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach—0
Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterman ModelCode1
Deep Learning Models Meet Financial Data Modalities—0
Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization—0
Semiparametric Dynamic Copula Models for Portfolio Optimization—0
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio—0
Diffusion Factor Models: Generating High-Dimensional Returns with Factor StructureCode1
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions—0
OmniEcon Nexus: Global Microeconomic Simulation EngineCode0
Why risk matters for protein binder design—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading—0
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified