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

Showing 401425 of 428 papers

TitleStatusHype
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
Autoregressive Policy Optimization for Constrained Allocation TasksCode0
Robust Portfolio Optimization using GOPALS: Geospatial Optimization and Portfolio Allocation using Landscape SegmentationCode0
Solving Portfolio Optimization Problems Using MOEA/D and Levy FlightCode0
Recurrent Neural Networks for Stochastic Control Problems with DelayCode0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement LearningCode0
Stochastic Control Barrier Functions for EconomicsCode0
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradientCode0
A Novel Meta-Heuristic Optimization Algorithm Inspired by the Spread of VirusesCode0
Metaheuristic Approach to Solve Portfolio Selection ProblemCode0
RPS: Portfolio Asset Selection using Graph based Representation LearningCode0
Computation of optimal transport and related hedging problems via penalization and neural networksCode0
Generative model for financial time series trained with MMD using a signature kernelCode0
Off-Policy Optimization of Portfolio Allocation Policies under ConstraintsCode0
OmniEcon Nexus: Global Microeconomic Simulation EngineCode0
Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid ModelCode0
Portfolio Optimization with Feedback Strategies Based on Artificial Neural NetworksCode0
Autonomous Sparse Mean-CVaR Portfolio OptimizationCode0
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian CorrelationsCode0
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio SelectionCode0
Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning FrameworkCode0
Constrained regret minimization for multi-criterion multi-armed banditsCode0
Risk-aware Trading Portfolio OptimizationCode0
Smart "Predict, then Optimize"Code0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified