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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 26–50 of 428 papers

TitleStatusHype
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
A mixture transition distribution approach to portfolio optimization—0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality—0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
A novel prediction based portfolio optimization model using deep learning—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified