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

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Showing 51–100 of 428 papers

TitleStatusHype
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A refinement of Bennett's inequality with applications to portfolio optimization—0
A Robust Statistics Approach to Minimum Variance Portfolio Optimization—0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
A Study of Correlations in the Stock Market—0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
A Note on Portfolio Optimization with Quadratic Transaction Costs—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns—0
A new measure between sets of probability distributions with applications to erratic financial behavior—0
A new approach to the theory of optimal income tax—0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction—0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization—0
SETN: Stock Embedding Enhanced with Textual and Network Information—0
Before and after default: information and optimal portfolio via anticipating calculus—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Beating the market with a bad predictive model—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
A Fully Analog Pipeline for Portfolio Optimization—0
Beyond Expectations: Learning with Stochastic Dominance Made Practical—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio—0
Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation—0
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning—0
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions—0
Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization—0
ChatGPT-based Investment Portfolio Selection—0
Choosing a Proxy Metric from Past Experiments—0
Closed-form portfolio optimization under GARCH models—0
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization—0
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization—0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
Community detection and portfolio optimization—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Compositional Stochastic Average Gradient for Machine Learning and Related Applications—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Conditional Analysis and a Principal-Agent problem—0
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified