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 101–125 of 428 papers

TitleStatusHype
Constrained portfolio optimization in a life-cycle model—0
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—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
Continuous-time Portfolio Optimization for Absolute Return Funds—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
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
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
Deep learning for efficient frontier calculation in finance—0
Choosing a Proxy Metric from Past Experiments—0
Deep Learning Models Meet Financial Data Modalities—0
ChatGPT-based Investment Portfolio Selection—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
A Note on Portfolio Optimization with Quadratic Transaction Costs—0
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
Deep Reinforcement Learning for Stock Portfolio Optimization—0
Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization—0
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified