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 301–325 of 428 papers

TitleStatusHype
Deep Reinforcement Learning for Stock Portfolio Optimization—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
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift—0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization—0
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation—0
Generalized distance to a simplex and a new geometrical method for portfolio optimization—0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation—0
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning—0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation—0
Sparse High-Order Portfolios via Proximal DCA and SCA—0
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms—0
Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk—0
Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer—0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization—0
Arbitrage concepts under trading restrictions in discrete-time financial markets—0
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty—0
Constrained regret minimization for multi-criterion multi-armed banditsCode0
Robust portfolio optimization with multi-factor stochastic volatility—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified