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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 301–350 of 428 papers

TitleStatusHype
Deep Reinforcement Learning for Stock Portfolio Optimization—0
Optimal Payoff under the Generalized Dual Theory of Choice—0
Prospects and challenges of quantum finance—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution—0
Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis—0
Beating the market with a bad predictive model—0
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk—0
Use Cases of Quantum Optimization for Finance—0
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift—0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization—0
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation—0
Generalized distance to a simplex and a new geometrical method for portfolio optimization—0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation—0
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning—0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation—0
Sparse High-Order Portfolios via Proximal DCA and SCA—0
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms—0
Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk—0
Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer—0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization—0
Arbitrage concepts under trading restrictions in discrete-time financial markets—0
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty—0
Constrained regret minimization for multi-criterion multi-armed banditsCode0
Robust portfolio optimization with multi-factor stochastic volatility—0
A Novel Meta-Heuristic Optimization Algorithm Inspired by the Spread of VirusesCode0
Mean-Variance Portfolio Management with Functional Optimization—0
RM-CVaR: Regularized Multiple β-CVaR Portfolio—0
On Capital Allocation under Information Constraints—0
Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation—0
Company classification using machine learning—0
Solving Portfolio Optimization Problems Using MOEA/D and Levy FlightCode0
Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs—0
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks—0
A Note on Portfolio Optimization with Quadratic Transaction Costs—0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction—0
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis—0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Personalized Robo-Advising: Enhancing Investment through Client Interaction—0
Residual Switching Network for Portfolio Optimization—0
Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset—0
Singular Perturbation Expansion for Utility Maximization with Order-ε Quadratic Transaction Costs—0
Portfolio Cuts: A Graph-Theoretic Framework to Diversification—0
Optimal Convergence Trading with Unobservable Pricing Errors—0
Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization—0
Machine Learning Optimization Algorithms & Portfolio Allocation—0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization—0
Relationship between optimal portfolios which can maximize and minimize the expected return—0
Is being `Robust' beneficial?: A perspective from the Indian market—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified