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 126–150 of 428 papers

TitleStatusHype
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns—0
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning—0
Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation—0
A new measure between sets of probability distributions with applications to erratic financial behavior—0
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio—0
A new approach to the theory of optimal income tax—0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction—0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization—0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
Beyond Expectations: Learning with Stochastic Dominance Made Practical—0
Before and after default: information and optimal portfolio via anticipating calculus—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Beating the market with a bad predictive model—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
A Fully Analog Pipeline for Portfolio Optimization—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Dynamic portfolio strategy using clustering approach—0
Dynamic portfolio selection without risk-free assets—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified