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
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
A generalized precision matrix for t-Student distributions in portfolio optimization—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
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—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
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
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
A Fully Analog Pipeline for Portfolio Optimization—0
Bayesian Optimization for CVaR-based portfolio optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified