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 221–230 of 428 papers

TitleStatusHype
Hopfield Networks for Asset Allocation—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Improved Regret Bounds for Tracking Experts with Memory—0
Inferring Option Movements Through Residual Transactions: A Quantitative Model—0
Integrating multiple sources of ordinal information in portfolio optimization—0
Integrating prediction in mean-variance portfolio optimization—0
Learning to Optimize Contextually Constrained Problems for Real-Time Decision-Generation—0
Intertemporal Cost-efficient Consumption—0
Intraday trading strategy based on time series and machine learning for Chinese stock market—0
Is being `Robust' beneficial?: A perspective from the Indian market—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified