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 76–100 of 428 papers

TitleStatusHype
Arbitrage concepts under trading restrictions in discrete-time financial markets—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
Aproximación práctica a los métodos de selección de portafolios de inversión—0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
Application of Quantum Computers in Foreign Exchange Reserves Management—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Company classification using machine learning—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
A novel prediction based portfolio optimization model using deep learning—0
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization—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
Community detection and portfolio optimization—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Compositional Stochastic Average Gradient for Machine Learning and Related Applications—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
Conditional Analysis and a Principal-Agent problem—0
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified