Browse State-of-the-Art › Portfolio Optimization › Papers, page 2
Portfolio Optimization
Papers archive 2025-07-28
archive papers tagged: 428 · with a code link: 61 · where Syntology ran a sample: 10 (8 with a run with no instrument failure, 2 where every run was a failure of Syntology's instrument) Syntology
Show: all tagged papersonly where code ran (10 of 428 tagged: 8 with a run with no instrument failure, 2 where every run was a failure of Syntology's instrument)
Page 2 of 5: papers 101 to 200 of 428, in archive order: by repositories listed in the archive (most first), then newest first, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers that list no repository come after every paper that lists one.
Papers without a page here are shown as plain text. A Syntology line reads “N ran (of which C constructed an object rather than computing a result; K with no instrument failure: H honoured, V violated, P with no contract checked; I where Syntology's instrument failed) · U unverified”; the figure “where Syntology's instrument failed” counts failures of Syntology's instrument, not of the code. When the archive marks a repository official for the paper, the line starts with that repository's state (the archive's flag, not a verdict on who wrote the code); hover it for the repositories the samples that ran came from. Abstracts are on each paper's page.
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Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)29 Nov 2024 0 repositories listed
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Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy28 Nov 2024 0 repositories listed
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Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework25 Nov 2024 0 repositories listed
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Multiscale Markowitz21 Nov 2024 0 repositories listed
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Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making15 Nov 2024 0 repositories listed
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A Fully Analog Pipeline for Portfolio Optimization10 Nov 2024 0 repositories listed
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Constrained portfolio optimization in a life-cycle model26 Oct 2024 0 repositories listed
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Kendall Correlation Coefficients for Portfolio Optimization22 Oct 2024 0 repositories listed
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Inferring Option Movements Through Residual Transactions: A Quantitative Model21 Oct 2024 0 repositories listed
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Time evaluation of portfolio for asymmetrically informed traders21 Oct 2024 0 repositories listed
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Aproximación práctica a los métodos de selección de portafolios de inversión14 Oct 2024 0 repositories listed
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Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context14 Oct 2024 0 repositories listed
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Quantum-Inspired Portfolio Optimization In The QUBO Framework8 Oct 2024 0 repositories listed
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Two-fund separation under hyperbolically distributed returns and concave utility function6 Oct 2024 0 repositories listed
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Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency2 Oct 2024 0 repositories listed
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A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level20 Sep 2024 0 repositories listed
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Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization15 Sep 2024 0 repositories listed
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High-Frequency Options Trading | With Portfolio Optimization16 Aug 2024 0 repositories listed
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On Accelerating Large-Scale Robust Portfolio Optimization15 Aug 2024 0 repositories listed
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A new approach to the theory of optimal income tax10 Aug 2024 0 repositories listed
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SETN: Stock Embedding Enhanced with Textual and Network Information6 Aug 2024 0 repositories listed
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NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities2 Aug 2024 0 repositories listed
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Risk management in multi-objective portfolio optimization under uncertainty29 Jul 2024 0 repositories listed
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Set risk measures26 Jul 2024 0 repositories listed
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Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow25 Jul 2024 0 repositories listed
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Hopfield Networks for Asset Allocation24 Jul 2024 0 repositories listed
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Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks22 Jul 2024 0 repositories listed
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Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management18 Jul 2024 0 repositories listed
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Application of Black-Litterman Bayesian in Statistical Arbitrage10 Jun 2024 0 repositories listed
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Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics9 Jun 2024 0 repositories listed
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Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls4 Jun 2024 0 repositories listed
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Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints2 Jun 2024 0 repositories listed
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Intertemporal Cost-efficient Consumption25 May 2024 0 repositories listed
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DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction24 May 2024 0 repositories listed
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Robust portfolio optimization model for electronic coupon allocation21 May 2024 0 repositories listed
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Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference5 May 2024 0 repositories listed
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Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets3 May 2024 0 repositories listed
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Dynamic Black-Litterman29 Apr 2024 0 repositories listed
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A novel portfolio construction strategy based on the core-periphery profile of stocks27 Apr 2024 0 repositories listed
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Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning16 Apr 2024 0 repositories listed
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Quantum computing approach to realistic ESG-friendly stock portfolios3 Apr 2024 0 repositories listed
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Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients31 Mar 2024 0 repositories listed
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Portfolio management using graph centralities: Review and comparison29 Mar 2024 0 repositories listed
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Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization25 Mar 2024 0 repositories listed
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From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing11 Mar 2024 0 repositories listed
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Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization27 Feb 2024 0 repositories listed
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Finding Near-Optimal Portfolios With Quality-Diversity25 Feb 2024 0 repositories listed
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Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization23 Feb 2024 0 repositories listed
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Portfolio Optimization under Transaction Costs with Recursive Preferences13 Feb 2024 0 repositories listed
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Beyond Expectations: Learning with Stochastic Dominance Made Practical5 Feb 2024 0 repositories listed
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FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking26 Jan 2024 0 repositories listed
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Large (and Deep) Factor Models20 Jan 2024 0 repositories listed
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Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach5 Jan 2024 0 repositories listed
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Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach31 Dec 2023 0 repositories listed
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Randomized Signature Methods in Optimal Portfolio Selection27 Dec 2023 0 repositories listed
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Time-inconsistent mean field and n-agent games under relative performance criteria22 Dec 2023 0 repositories listed
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Asset and Factor Risk Budgeting: A Balanced Approach18 Dec 2023 0 repositories listed
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A General Framework for Portfolio Construction Based on Generative Models of Asset Returns6 Dec 2023 0 repositories listed
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Generative Machine Learning for Multivariate Equity Returns21 Nov 2023 0 repositories listed
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Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning8 Nov 2023 0 repositories listed
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Risk of Transfer Learning and its Applications in Finance6 Nov 2023 0 repositories listed
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A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market23 Oct 2023 0 repositories listed
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Topological Portfolio Selection and Optimization23 Oct 2023 0 repositories listed
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On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks12 Oct 2023 0 repositories listed
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Risk Aware Benchmarking of Large Language Models11 Oct 2023 0 repositories listed
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Utility-based acceptability indices3 Oct 2023 0 repositories listed
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Cryptocurrency Portfolio Optimization by Neural Networks2 Oct 2023 0 repositories listed
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A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe22 Sep 2023 0 repositories listed
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Doubly Robust Mean-CVaR Portfolio20 Sep 2023 0 repositories listed
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Choosing a Proxy Metric from Past Experiments14 Sep 2023 0 repositories listed
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A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models12 Sep 2023 0 repositories listed
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Analysis of Optimal Portfolio Management Using Hierarchical Clustering22 Aug 2023 0 repositories listed
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D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options21 Aug 2023 0 repositories listed
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ChatGPT-based Investment Portfolio Selection11 Aug 2023 0 repositories listed
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Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results3 Aug 2023 0 repositories listed
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Transfer Learning for Portfolio Optimization25 Jul 2023 0 repositories listed
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Mean Field Games for Optimal Investment Under Relative Performance Criteria20 Jul 2023 0 repositories listed
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Portfolio Optimization: A Comparative Study11 Jul 2023 0 repositories listed
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Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League11 Jul 2023 0 repositories listed
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Fast Empirical Scenarios8 Jul 2023 0 repositories listed
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On Unified Adaptive Portfolio Management7 Jul 2023 0 repositories listed
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MOPO-LSI: A User Guide4 Jul 2023 0 repositories listed
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Robust Target Localization in 2D: A Value-at-Risk Approach2 Jul 2023 0 repositories listed
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Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization12 Jun 2023 0 repositories listed
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A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market27 May 2023 0 repositories listed
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Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets26 May 2023 0 repositories listed
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Dynamic Term Structure Models with Nonlinearities using Gaussian Processes18 May 2023 0 repositories listed
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Portfolio Optimization Rules beyond the Mean-Variance Approach15 May 2023 0 repositories listed
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Systematic Review on Reinforcement Learning in the Field of Fintech29 Apr 2023 0 repositories listed
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Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty24 Apr 2023 0 repositories listed
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Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels18 Apr 2023 0 repositories listed
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Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment11 Apr 2023 0 repositories listed
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Mean-variance hybrid portfolio optimization with quantile-based risk measure28 Mar 2023 0 repositories listed
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A Unified Framework for Fast Large-Scale Portfolio Optimization22 Mar 2023 0 repositories listed
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Portfolio Optimization with Relative Tail Risk21 Mar 2023 0 repositories listed
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Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets20 Mar 2023 0 repositories listed
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Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics17 Mar 2023 0 repositories listed
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A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming15 Mar 2023 0 repositories listed
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Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer3 Mar 2023 0 repositories listed
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A novel prediction based portfolio optimization model using deep learning1 Mar 2023 0 repositories listed