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
Automatically Learning Compact Quality-aware Surrogates for Optimization ProblemsCode1
Stock price prediction using Generative Adversarial NetworksCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
Federated Learning from Vision-Language Foundation Models: Theoretical Analysis and MethodCode1
Integrating LLM-Generated Views into Mean-Variance Optimization Using the Black-Litterman ModelCode1
Deep Reinforcement Trading with Predictable ReturnsCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Diffusion Factor Models: Generating High-Dimensional Returns with Factor StructureCode1
TaskMet: Task-Driven Metric Learning for Model LearningCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
Markov Decision Processes under Model UncertaintyCode1
Deep Learning for Portfolio OptimizationCode1
Distributionally Robust End-to-End Portfolio ConstructionCode1
End-to-End Conformal Calibration for Optimization Under UncertaintyCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
Semi-Decision-Focused Learning with Deep Ensembles: A Practical Framework for Robust Portfolio OptimizationCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
Deep Deterministic Portfolio OptimizationCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
Online Mixed-Integer Optimization in MillisecondsCode1
Bayesian Optimization of Risk MeasuresCode1
Deep Stock PredictionsCode1
Portfolio Optimization with Feedback Strategies Based on Artificial Neural NetworksCode0
Recurrent Neural Networks for Stochastic Control Problems with DelayCode0
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian CorrelationsCode0
Portfolio OptimizationCode0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
OmniEcon Nexus: Global Microeconomic Simulation EngineCode0
Metaheuristic Approach to Solve Portfolio Selection ProblemCode0
Large-scale Recommendation for Portfolio OptimizationCode0
Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and ConstraintsCode0
Off-Policy Optimization of Portfolio Allocation Policies under ConstraintsCode0
Reweighted Price Relative Tracking System for Automatic Portfolio OptimizationCode0
Generative model for financial time series trained with MMD using a signature kernelCode0
A Novel Meta-Heuristic Optimization Algorithm Inspired by the Spread of VirusesCode0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Improving Portfolio Optimization Results with Bandit NetworksCode0
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock MarketCode0
Constrained regret minimization for multi-criterion multi-armed banditsCode0
Computation of optimal transport and related hedging problems via penalization and neural networksCode0
Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning FrameworkCode0
Autonomous Sparse Mean-CVaR Portfolio OptimizationCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified