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
Deep Stock PredictionsCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Distributionally Robust End-to-End Portfolio ConstructionCode1
Automatically Learning Compact Quality-aware Surrogates for Optimization ProblemsCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
A Surrogate Objective Framework for Prediction+Optimization with Soft ConstraintsCode1
Bounce: Reliable High-Dimensional Bayesian Optimization for Combinatorial and Mixed SpacesCode1
Deep Learning for Portfolio OptimizationCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified