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 351–400 of 428 papers

TitleStatusHype
Time evaluation of portfolio for asymmetrically informed traders—0
Time-inconsistent mean field and n-agent games under relative performance criteria—0
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff—0
Topological Portfolio Selection and Optimization—0
Transfer Learning for Portfolio Optimization—0
Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets—0
TSEC: a framework for online experimentation under experimental constraints—0
Two-fund separation under hyperbolically distributed returns and concave utility function—0
Understanding Distributional Ambiguity via Non-robust Chance Constraint—0
Use Cases of Quantum Optimization for Finance—0
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients—0
Utility-based acceptability indices—0
Value-at-Risk Optimization with Gaussian Processes—0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization—0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth—0
When can we improve on sample average approximation for stochastic optimization?—0
Why risk matters for protein binder design—0
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity—0
SETN: Stock Embedding Enhanced with Textual and Network Information—0
A Big data analytical framework for portfolio optimization—0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
A Fully Analog Pipeline for Portfolio Optimization—0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction—0
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality—0
A mixture transition distribution approach to portfolio optimization—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management—0
A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models—0
Dynamic Black-Litterman—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified