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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 326–350 of 428 papers

TitleStatusHype
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning—0
Singular Perturbation Expansion for Utility Maximization with Order-ε Quadratic Transaction Costs—0
Smart network based portfolios—0
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer—0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation—0
Sparse High-Order Portfolios via Proximal DCA and SCA—0
Sparse Portfolio Selection via the sorted _1-Norm—0
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League—0
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization—0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management—0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization—0
Stock market as temporal network—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
Stock Portfolio Optimization Using a Deep Learning LSTM Model—0
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization—0
Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market—0
Supervised classification-based stock prediction and portfolio optimization—0
Systematic comparison of deep generative models applied to multivariate financial time series—0
Systematic Review on Reinforcement Learning in the Field of Fintech—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets—0
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management—0
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem—0
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation—0
The Robust Merton Problem of an Ambiguity Averse Investor—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified