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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
Qlib: An AI-oriented Quantitative Investment PlatformCode4
Contrastive Learning of Asset Embeddings from Financial Time SeriesCode2
Empirical Asset Pricing with Large Language Model AgentsCode2
A Survey of Financial AI: Architectures, Advances and Open ChallengesCode2
Online Mixed-Integer Optimization in MillisecondsCode1
Federated Learning from Vision-Language Foundation Models: Theoretical Analysis and MethodCode1
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
Deep Stock PredictionsCode1
Deep Deterministic Portfolio OptimizationCode1
End-to-End Conformal Calibration for Optimization Under UncertaintyCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterman ModelCode1
Markov Decision Processes under Model UncertaintyCode1
Diffusion Factor Models: Generating High-Dimensional Returns with Factor StructureCode1
Automatically Learning Compact Quality-aware Surrogates for Optimization ProblemsCode1
Bayesian Optimization of Risk MeasuresCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
Deep Learning for Portfolio OptimizationCode1
Deep Reinforcement Trading with Predictable ReturnsCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified