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 276–300 of 428 papers

TitleStatusHype
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
FRM Financial Risk Meter for Emerging Markets—0
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
Nonstationary Portfolios: Diversification in the Spectral Domain—0
TSEC: a framework for online experimentation under experimental constraints—0
Deep learning for efficient frontier calculation in finance—0
Recurrent Neural Networks for Stochastic Control Problems with DelayCode0
Risk Guarantees for End-to-End Prediction and Optimization Processes—0
Portfolio Optimization with 2D Relative-Attentional Gated Transformer—0
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
Off-Policy Optimization of Portfolio Allocation Policies under ConstraintsCode0
Deep Portfolio Optimization via Distributional Prediction of Residual Factors—0
Portfolio optimization with two quasiconvex risk measures—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
Deep Reinforcement Learning for Stock Portfolio Optimization—0
Modeling asset allocation strategies and a new portfolio performance score—0
Optimal Payoff under the Generalized Dual Theory of Choice—0
Prospects and challenges of quantum finance—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution—0
Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis—0
Beating the market with a bad predictive model—0
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk—0
Use Cases of Quantum Optimization for Finance—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified