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 251–275 of 428 papers

TitleStatusHype
A new measure between sets of probability distributions with applications to erratic financial behavior—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Learning Stochastic Optimal Policies via Gradient Descent—0
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian CorrelationsCode0
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
Optimal Portfolio with Power Utility of Absolute and Relative Wealth—0
Value-at-Risk Optimization with Gaussian Processes—0
Deep Reinforcement Trading with Predictable ReturnsCode1
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Power-law Portfolios—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis—0
Stock price prediction using Generative Adversarial NetworksCode1
Portfolio Optimization with Sparse Multivariate Modelling—0
Intraday trading strategy based on time series and machine learning for Chinese stock market—0
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks—0
Functional portfolio optimization in stochastic portfolio theory—0
Large-scale Recommendation for Portfolio Optimization—0
On Asymptotic Log-Optimal Buy-and-Hold Strategy—0
Portfolio Optimization Constrained by Performance Attribution—0
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Integrating prediction in mean-variance portfolio optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified