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
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Continuous-time Portfolio Optimization for Absolute Return Funds—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—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
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization—0
Closed-form portfolio optimization under GARCH models—0
Deep learning for efficient frontier calculation in finance—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Deep Learning Models Meet Financial Data Modalities—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—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
Choosing a Proxy Metric from Past Experiments—0
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
Deep Reinforcement Learning for Stock Portfolio Optimization—0
ChatGPT-based Investment Portfolio Selection—0
A Note on Portfolio Optimization with Quadratic Transaction Costs—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization—0
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions—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
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning—0
Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation—0
A new measure between sets of probability distributions with applications to erratic financial behavior—0
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio—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
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
Beyond Expectations: Learning with Stochastic Dominance Made Practical—0
Before and after default: information and optimal portfolio via anticipating calculus—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Beating the market with a bad predictive model—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
A Fully Analog Pipeline for Portfolio Optimization—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Dynamic portfolio strategy using clustering approach—0
Dynamic portfolio selection without risk-free assets—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified