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 91–100 of 428 papers

TitleStatusHype
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization—0
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization—0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
Community detection and portfolio optimization—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Compositional Stochastic Average Gradient for Machine Learning and Related Applications—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Conditional Analysis and a Principal-Agent problem—0
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified