Browse State-of-the-Art › Portfolio Optimization › Papers, page 3
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 3 of 5: papers 201 to 300 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.
-
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth27 Feb 2023 0 repositories listed
-
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets14 Feb 2023 0 repositories listed
-
Risk sharing, measuring variability, and distortion riskmetrics8 Feb 2023 0 repositories listed
-
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation5 Feb 2023 0 repositories listed
-
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures1 Feb 2023 0 repositories listed
-
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs25 Jan 2023 0 repositories listed
-
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization23 Jan 2023 0 repositories listed
-
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning18 Jan 2023 0 repositories listed
-
Diversification quotients based on VaR and ES9 Jan 2023 0 repositories listed
-
Deep Reinforcement Learning for Asset Allocation: Reward Clipping2 Jan 2023 0 repositories listed
-
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization14 Dec 2022 0 repositories listed
-
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework3 Dec 2022 0 repositories listed
-
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget27 Nov 2022 0 repositories listed
-
Integrating multiple sources of ordinal information in portfolio optimization1 Nov 2022 0 repositories listed
-
Functional Constrained Optimization for Risk Aversion and Sparsity Control11 Oct 2022 0 repositories listed
-
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity11 Oct 2022 0 repositories listed
-
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market8 Oct 2022 0 repositories listed
-
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks3 Oct 2022 0 repositories listed
-
Systemic Risk of Optioned Portfolios: Controllability and Optimization10 Sep 2022 0 repositories listed
-
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)9 Sep 2022 0 repositories listed
-
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization1 Sep 2022 0 repositories listed
-
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm23 Aug 2022 0 repositories listed
-
Exponential utility maximization in small/large financial markets13 Aug 2022 0 repositories listed
-
Quantum Finance: a tutorial on quantum computing applied to the financial market8 Aug 2022 0 repositories listed
-
A semi-parametric dynamic conditional correlation framework for risk forecasting11 Jul 2022 0 repositories listed
-
Before and after default: information and optimal portfolio via anticipating calculus5 Jul 2022 0 repositories listed
-
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market1 Jul 2022 0 repositories listed
-
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems29 Jun 2022 0 repositories listed
-
Diversification quotients: Quantifying diversification via risk measures28 Jun 2022 0 repositories listed
-
Portfolio Transformer for Attention-Based Asset Allocation7 Jun 2022 0 repositories listed
-
Balancing Profit, Risk, and Sustainability for Portfolio Management6 Jun 2022 0 repositories listed
-
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing6 Jun 2022 0 repositories listed
-
A Survey of Risk-Aware Multi-Armed Bandits12 May 2022 0 repositories listed
-
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments1 May 2022 0 repositories listed
-
Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches30 Apr 2022 0 repositories listed
-
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange28 Apr 2022 0 repositories listed
-
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach12 Apr 2022 0 repositories listed
-
LoCoV: low dimension covariance voting algorithm for portfolio optimization1 Apr 2022 0 repositories listed
-
Application of Quantum Computers in Foreign Exchange Reserves Management29 Mar 2022 0 repositories listed
-
Economic state classification and portfolio optimisation with application to stagflationary environments29 Mar 2022 0 repositories listed
-
A generalized precision matrix for t-Student distributions in portfolio optimization25 Mar 2022 0 repositories listed
-
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization10 Mar 2022 0 repositories listed
-
Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming27 Feb 2022 0 repositories listed
-
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers17 Feb 2022 0 repositories listed
-
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model6 Feb 2022 0 repositories listed
-
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models5 Feb 2022 0 repositories listed
-
Model Aggregation for Risk Evaluation and Robust Optimization17 Jan 2022 0 repositories listed
-
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market14 Jan 2022 0 repositories listed
-
Discrete-time risk sensitive portfolio optimization with proportional transaction costs8 Jan 2022 0 repositories listed
-
Dynamic Portfolio Optimization with Inverse Covariance Clustering31 Dec 2021 0 repositories listed
-
Community detection and portfolio optimization26 Dec 2021 0 repositories listed
-
Mean-Covariance Robust Risk Measurement18 Dec 2021 0 repositories listed
-
Efficient differentiable quadratic programming layers: an ADMM approach14 Dec 2021 0 repositories listed
-
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation14 Dec 2021 0 repositories listed
-
Mesoscopic Structure of the Stock Market and Portfolio Optimization13 Dec 2021 0 repositories listed
-
Recent Advances in Reinforcement Learning in Finance8 Dec 2021 0 repositories listed
-
Deep differentiable reinforcement learning and optimal trading6 Dec 2021 0 repositories listed
-
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints1 Dec 2021 0 repositories listed
-
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications22 Nov 2021 0 repositories listed
-
Portfolio optimization with idiosyncratic and systemic risks for financial networks22 Nov 2021 0 repositories listed
-
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis18 Nov 2021 0 repositories listed
-
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning17 Nov 2021 0 repositories listed
-
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models8 Nov 2021 0 repositories listed
-
Stock Portfolio Optimization Using a Deep Learning LSTM Model8 Nov 2021 0 repositories listed
-
Keep it Tighter -- A Story on Analytical Mean Embeddings15 Oct 2021 0 repositories listed
-
High-dimensional Portfolio Optimization using Joint Shrinkage24 Sep 2021 0 repositories listed
-
Closed-form portfolio optimization under GARCH models1 Sep 2021 0 repositories listed
-
Continuous-time Portfolio Optimization for Absolute Return Funds23 Aug 2021 0 repositories listed
-
Machine Learning and Factor-Based Portfolio Optimization29 Jul 2021 0 repositories listed
-
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks9 Jul 2021 0 repositories listed
-
Improved Regret Bounds for Tracking Experts with Memory24 Jun 2021 0 repositories listed
-
Sectoral portfolio optimization by judicious selection of financial ratios via PCA22 Jun 2021 0 repositories listed
-
Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market22 Jun 2021 0 repositories listed
-
Quantum Portfolio Optimization with Investment Bands and Target Volatility12 Jun 2021 0 repositories listed
-
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation11 Jun 2021 0 repositories listed
-
A new measure between sets of probability distributions with applications to erratic financial behavior10 Jun 2021 0 repositories listed
-
Distributionally Robust Prescriptive Analytics with Wasserstein Distance10 Jun 2021 0 repositories listed
-
Learning Stochastic Optimal Policies via Gradient Descent7 Jun 2021 0 repositories listed
-
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits30 May 2021 0 repositories listed
-
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning19 May 2021 0 repositories listed
-
Optimal Portfolio with Power Utility of Absolute and Relative Wealth17 May 2021 0 repositories listed
-
Value-at-Risk Optimization with Gaussian Processes13 May 2021 0 repositories listed
-
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk22 Apr 2021 0 repositories listed
-
Power-law Portfolios16 Apr 2021 0 repositories listed
-
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model13 Apr 2021 0 repositories listed
-
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem13 Apr 2021 0 repositories listed
-
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis6 Apr 2021 0 repositories listed
-
Portfolio Optimization with Sparse Multivariate Modelling28 Mar 2021 0 repositories listed
-
Intraday trading strategy based on time series and machine learning for Chinese stock market24 Mar 2021 0 repositories listed
-
Functional portfolio optimization in stochastic portfolio theory19 Mar 2021 0 repositories listed
-
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks19 Mar 2021 0 repositories listed
-
On Asymptotic Log-Optimal Buy-and-Hold Strategy8 Mar 2021 0 repositories listed
-
Portfolio Optimization Constrained by Performance Attribution7 Mar 2021 0 repositories listed
-
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff25 Feb 2021 0 repositories listed
-
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning18 Feb 2021 0 repositories listed
-
Integrating prediction in mean-variance portfolio optimization18 Feb 2021 0 repositories listed
-
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module11 Feb 2021 0 repositories listed
-
FRM Financial Risk Meter for Emerging Markets10 Feb 2021 0 repositories listed
-
MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management6 Feb 2021 0 repositories listed
-
Nonstationary Portfolios: Diversification in the Spectral Domain31 Jan 2021 0 repositories listed