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 1120 of 428 papers

TitleStatusHype
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
TaskMet: Task-Driven Metric Learning for Model LearningCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
Markov Decision Processes under Model UncertaintyCode1
Distributionally Robust End-to-End Portfolio ConstructionCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
Deep Reinforcement Trading with Predictable ReturnsCode1
Show:102550
← PrevPage 2 of 43Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified