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

Showing 2130 of 428 papers

TitleStatusHype
Deep Reinforcement Trading with Predictable ReturnsCode1
Deep Stock PredictionsCode1
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
End-to-End Conformal Calibration for Optimization Under UncertaintyCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
A Deep Reinforcement Learning Framework for the Financial Portfolio Management ProblemCode1
Combining Reinforcement Learning and Constraint Programming for Combinatorial OptimizationCode1
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t DistributionCode1
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified