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 226–250 of 428 papers

TitleStatusHype
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model—0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
Model Aggregation for Risk Evaluation and Robust Optimization—0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
Community detection and portfolio optimization—0
Mean-Covariance Robust Risk Measurement—0
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation—0
Efficient differentiable quadratic programming layers: an ADMM approach—0
Mesoscopic Structure of the Stock Market and Portfolio Optimization—0
Recent Advances in Reinforcement Learning in Finance—0
Deep differentiable reinforcement learning and optimal trading—0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints—0
RPS: Portfolio Asset Selection using Graph based Representation LearningCode0
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications—0
Portfolio optimization with idiosyncratic and systemic risks for financial networks—0
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis—0
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning—0
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models—0
Stock Portfolio Optimization Using a Deep Learning LSTM Model—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified