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
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
Community detection and portfolio optimization—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
Compositional Stochastic Average Gradient for Machine Learning and Related Applications—0
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization—0
Conditional Analysis and a Principal-Agent problem—0
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation—0
Closed-form portfolio optimization under GARCH models—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified