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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 51–100 of 428 papers

TitleStatusHype
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization—0
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Risk-aware Trading Portfolio OptimizationCode0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics—0
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A mixture transition distribution approach to portfolio optimization—0
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification—0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management—0
DFF: Decision-Focused Fine-tuning for Smarter Predict-then-Optimize with Limited Data—0
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock MarketCode0
Multimodal Deep Reinforcement Learning for Portfolio Optimization—0
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity—0
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning—0
Robust Portfolio Optimization using GOPALS: Geospatial Optimization and Portfolio Allocation using Landscape SegmentationCode0
Systematic comparison of deep generative models applied to multivariate financial time series—0
Epoch-based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization—0
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management—0
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)—0
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
Multiscale Markowitz—0
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making—0
Portfolio Optimization with Feedback Strategies Based on Artificial Neural NetworksCode0
A Fully Analog Pipeline for Portfolio Optimization—0
Constrained portfolio optimization in a life-cycle model—0
Kendall Correlation Coefficients for Portfolio Optimization—0
Inferring Option Movements Through Residual Transactions: A Quantitative Model—0
Time evaluation of portfolio for asymmetrically informed traders—0
Aproximación práctica a los métodos de selección de portafolios de inversión—0
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context—0
Quantum-Inspired Portfolio Optimization In The QUBO Framework—0
Two-fund separation under hyperbolically distributed returns and concave utility function—0
Improving Portfolio Optimization Results with Bandit NetworksCode0
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency—0
Autoregressive Policy Optimization for Constrained Allocation TasksCode0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
High-Frequency Options Trading | With Portfolio Optimization—0
On Accelerating Large-Scale Robust Portfolio Optimization—0
A new approach to the theory of optimal income tax—0
SETN: Stock Embedding Enhanced with Textual and Network Information—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Generative model for financial time series trained with MMD using a signature kernelCode0
Risk management in multi-objective portfolio optimization under uncertainty—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified