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 201–250 of 428 papers

TitleStatusHype
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation—0
Fractal Optimization of Market Neutral Portfolio—0
FRM Financial Risk Meter for Emerging Markets—0
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing—0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Functional portfolio optimization in stochastic portfolio theory—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange—0
Generalized distance to a simplex and a new geometrical method for portfolio optimization—0
Generative Machine Learning for Multivariate Equity Returns—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making—0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
High-dimensional Portfolio Optimization using Joint Shrinkage—0
High-Frequency Options Trading | With Portfolio Optimization—0
Hopfield Networks for Asset Allocation—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Improved Regret Bounds for Tracking Experts with Memory—0
Inferring Option Movements Through Residual Transactions: A Quantitative Model—0
Integrating multiple sources of ordinal information in portfolio optimization—0
Integrating prediction in mean-variance portfolio optimization—0
Learning to Optimize Contextually Constrained Problems for Real-Time Decision-Generation—0
Intertemporal Cost-efficient Consumption—0
Intraday trading strategy based on time series and machine learning for Chinese stock market—0
Is being `Robust' beneficial?: A perspective from the Indian market—0
Kendall Correlation Coefficients for Portfolio Optimization—0
Keep it Tighter -- A Story on Analytical Mean Embeddings—0
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits—0
Large (and Deep) Factor Models—0
Large-scale Recommendation for Portfolio Optimization—0
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks—0
Latent Variable Estimation in Bayesian Black-Litterman Models—0
Learning Stochastic Optimal Policies via Gradient Descent—0
Learning Threshold-Type Investment Strategies with Stochastic Gradient Method—0
Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization—0
Location and portfolio selection problems: A unified framework—0
LoCoV: low dimension covariance voting algorithm for portfolio optimization—0
Machine Learning and Factor-Based Portfolio Optimization—0
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations—0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis—0
Machine Learning Optimization Algorithms & Portfolio Allocation—0
Macroscopic theorem of the portfolio optimization problem with a risk-free asset—0
Many-player games of optimal consumption and investment under relative performance criteria—0
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity—0
Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified