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 51–60 of 428 papers

TitleStatusHype
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
A refinement of Bennett's inequality with applications to portfolio optimization—0
A Robust Statistics Approach to Minimum Variance Portfolio Optimization—0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs—0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified