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 101–150 of 428 papers

TitleStatusHype
Constrained portfolio optimization in a life-cycle model—0
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
Continuous-time Portfolio Optimization for Absolute Return Funds—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk—0
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization—0
Deep Declarative Risk Budgeting Portfolios—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Deep differentiable reinforcement learning and optimal trading—0
Deep learning for efficient frontier calculation in finance—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
Deep Learning Models Meet Financial Data Modalities—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization—0
Deep Reinforcement Learning for Asset Allocation: Reward Clipping—0
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
Deep Reinforcement Learning for Stock Portfolio Optimization—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Analysis of Optimal Portfolio Management Using Hierarchical Clustering—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning—0
Diversification quotients based on VaR and ES—0
A Unified Framework for Fast Large-Scale Portfolio Optimization—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market—0
Diversification quotients: Quantifying diversification via risk measures—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy—0
Doubly Robust Mean-CVaR Portfolio—0
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction—0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)—0
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation—0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency—0
Dynamic portfolio selection without risk-free assets—0
Dynamic portfolio strategy using clustering approach—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
A Survey of Risk-Aware Multi-Armed Bandits—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified