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 251–300 of 428 papers

TitleStatusHype
Keep it Tighter -- A Story on Analytical Mean Embeddings—0
High-dimensional Portfolio Optimization using Joint Shrinkage—0
Closed-form portfolio optimization under GARCH models—0
Continuous-time Portfolio Optimization for Absolute Return Funds—0
Machine Learning and Factor-Based Portfolio Optimization—0
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks—0
Improved Regret Bounds for Tracking Experts with Memory—0
Sectoral portfolio optimization by judicious selection of financial ratios via PCA—0
Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market—0
Quantum Portfolio Optimization with Investment Bands and Target Volatility—0
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
A new measure between sets of probability distributions with applications to erratic financial behavior—0
Learning Stochastic Optimal Policies via Gradient Descent—0
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian CorrelationsCode0
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
Optimal Portfolio with Power Utility of Absolute and Relative Wealth—0
Value-at-Risk Optimization with Gaussian Processes—0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Power-law Portfolios—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis—0
Portfolio Optimization with Sparse Multivariate Modelling—0
Intraday trading strategy based on time series and machine learning for Chinese stock market—0
Functional portfolio optimization in stochastic portfolio theory—0
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks—0
Large-scale Recommendation for Portfolio Optimization—0
On Asymptotic Log-Optimal Buy-and-Hold Strategy—0
Portfolio Optimization Constrained by Performance Attribution—0
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff—0
Integrating prediction in mean-variance portfolio optimization—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
FRM Financial Risk Meter for Emerging Markets—0
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
Nonstationary Portfolios: Diversification in the Spectral Domain—0
TSEC: a framework for online experimentation under experimental constraints—0
Deep learning for efficient frontier calculation in finance—0
Recurrent Neural Networks for Stochastic Control Problems with DelayCode0
Risk Guarantees for End-to-End Prediction and Optimization Processes—0
Portfolio Optimization with 2D Relative-Attentional Gated Transformer—0
Deep Reinforcement Learning for Long-Short Portfolio OptimizationCode0
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution—0
Off-Policy Optimization of Portfolio Allocation Policies under ConstraintsCode0
Deep Portfolio Optimization via Distributional Prediction of Residual Factors—0
Portfolio optimization with two quasiconvex risk measures—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
Modeling asset allocation strategies and a new portfolio performance score—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified