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 51–75 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
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified