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

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 51–100 of 428 papers

TitleStatusHype
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
A Survey of Financial AI: Architectures, Advances and Open ChallengesCode2
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
End-to-End Conformal Calibration for Optimization Under UncertaintyCode1
Federated Learning from Vision-Language Foundation Models: Theoretical Analysis and MethodCode1
Autoregressive Policy Optimization for Constrained Allocation TasksCode0
Empirical Asset Pricing with Large Language Model AgentsCode2
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
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
Risk management in multi-objective portfolio optimization under uncertainty—0
Contrastive Learning of Asset Embeddings from Financial Time SeriesCode2
Set risk measures—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Hopfield Networks for Asset Allocation—0
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks—0
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management—0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics—0
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls—0
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints—0
Intertemporal Cost-efficient Consumption—0
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction—0
Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement LearningCode0
Robust portfolio optimization model for electronic coupon allocation—0
Autonomous Sparse Mean-CVaR Portfolio OptimizationCode0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets—0
Dynamic Black-Litterman—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified