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 1–50 of 428 papers

TitleStatusHype
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks—0
skfolio: Portfolio Optimization in PythonCode5
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
Semi-Decision-Focused Learning with Deep Ensembles: A Practical Framework for Robust Portfolio OptimizationCode1
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Risk-aware Trading Portfolio OptimizationCode0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics—0
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A mixture transition distribution approach to portfolio optimization—0
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification—0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management—0
DFF: Decision-Focused Fine-tuning for Smarter Predict-then-Optimize with Limited Data—0
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock MarketCode0
Multimodal Deep Reinforcement Learning for Portfolio Optimization—0
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity—0
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning—0
Robust Portfolio Optimization using GOPALS: Geospatial Optimization and Portfolio Allocation using Landscape SegmentationCode0
Systematic comparison of deep generative models applied to multivariate financial time series—0
Epoch-based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization—0
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management—0
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)—0
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified