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
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
Deep Reinforcement Trading with Predictable ReturnsCode1
Deep Stock PredictionsCode1
Automatically Learning Compact Quality-aware Surrogates for Optimization ProblemsCode1
Stock price prediction using Generative Adversarial NetworksCode1
End-to-End Conformal Calibration for Optimization Under UncertaintyCode1
Online Mixed-Integer Optimization in MillisecondsCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
Deep Deterministic Portfolio OptimizationCode1
Bayesian Optimization of Risk MeasuresCode1
Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterman ModelCode1
Diffusion Factor Models: Generating High-Dimensional Returns with Factor StructureCode1
Deep Learning for Portfolio OptimizationCode1
Distributionally Robust End-to-End Portfolio ConstructionCode1
Federated Learning from Vision-Language Foundation Models: Theoretical Analysis and MethodCode1
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
Semi-Decision-Focused Learning with Deep Ensembles: A Practical Framework for Robust Portfolio OptimizationCode1
TaskMet: Task-Driven Metric Learning for Model LearningCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
Markov Decision Processes under Model UncertaintyCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
A mixture transition distribution approach to portfolio optimization—0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality—0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
A novel prediction based portfolio optimization model using deep learning—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified