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

Showing 3140 of 428 papers

TitleStatusHype
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment0
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics0
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning0
A mixture transition distribution approach to portfolio optimization0
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management0
DFF: Decision-Focused Fine-tuning for Smarter Predict-then-Optimize with Limited Data0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified