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
Large-scale Recommendation for Portfolio OptimizationCode0
Improving Portfolio Optimization Results with Bandit NetworksCode0
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradientCode0
Metaheuristic Approach to Solve Portfolio Selection ProblemCode0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Generative model for financial time series trained with MMD using a signature kernelCode0
Off-Policy Optimization of Portfolio Allocation Policies under ConstraintsCode0
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock MarketCode0
Computation of optimal transport and related hedging problems via penalization and neural networksCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified