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 41–50 of 428 papers

TitleStatusHype
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
A novel prediction based portfolio optimization model using deep learning—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
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified