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 51–75 of 428 papers

TitleStatusHype
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock MarketCode0
Autoregressive Policy Optimization for Constrained Allocation TasksCode0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Stochastic Control Barrier Functions for EconomicsCode0
Improving Portfolio Optimization Results with Bandit NetworksCode0
Autonomous Sparse Mean-CVaR Portfolio OptimizationCode0
Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning FrameworkCode0
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
Computation of optimal transport and related hedging problems via penalization and neural networksCode0
Constrained regret minimization for multi-criterion multi-armed banditsCode0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints—0
A Study of Correlations in the Stock Market—0
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
A mixture transition distribution approach 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 discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
A refinement of Bennett's inequality with applications to portfolio optimization—0
Show:102550
← PrevPage 3 of 18Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified