{"about":{"non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","site":"https://codewithpapers.app","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page","syntology":{"site":"https://syntology.ai","developers":"https://syntology.ai/developers","mcp":{"server":"https://syntology.ai/mcp","transport":"streamable-http","server_card":"https://syntology.ai/.well-known/mcp/server-card.json","auth":{"type":"trial token, no account","trial_token":"https://syntology.ai/api/oauth/trial/token","method":"POST","docs":"https://syntology.ai/developers"}},"have":"https://syntology.ai/api/graph/have?x=<method, arXiv id or title> (free, answers coverage only)","paper_base":"https://syntology.ai/paper/","atlas_base":"https://app.syntology.ai/?focus="},"machine_readable":[{"url":"https://codewithpapers.app/llms.txt","what":"the machine catalog: every machine-readable file, counted"},{"url":"https://codewithpapers.app/index/manifest.json","what":"paper-to-code index by arXiv id, with Syntology's counts"},{"url":"https://codewithpapers.app/search/manifest.json","what":"site search index (titles, authors) and its files"},{"url":"https://codewithpapers.app/download","what":"bulk files: Syntology's layer, described there"},{"url":"https://codewithpapers.app/build_manifest.json","what":"the build record: inputs, counts, exclusions, probes"}]},"url":"/task/portfolio-optimization/papers/3","list_of":"/task/portfolio-optimization","task":"Portfolio Optimization","archive":{"snapshot":"2025-07-28"},"key_notes":{"n_ran_checked":"legacy name, kept unchanged so existing readers do not break: it counts the samples that ran with no instrument failure (honoured, violated, and ran with no contract checked); it does not mean a contract was checked, and the pages print it as 'K with no instrument failure', not 'K checked'","n_constructed":"a sub-count of the samples that ran, never subtracted from them and never a failure: an executed sample whose run returned an instance of its own class (fixture_out_type equals the entry name): the run built an object and did not compute a result (Syntology's RAN record, counts.constructed)"},"syntology_read_at":"2026-09-28T10:30:06+00:00","order":"archive","order_definition":"repositories listed in the archive (most first), then date (newest first), then slug","page":3,"pages_in_order":5,"rows_per_page":100,"rows":[201,300],"of":428,"counts":{"archive_papers_tagged":428,"with_a_code_link":61,"where_syntology_ran_a_sample":10,"not_listed_spam_title":0,"listed":428,"listed_where_code_ran":10,"where_syntology_ran_a_sample_split":{"with_a_run_with_no_instrument_failure":8,"every_run_a_failure_of_syntologys_instrument":2,"listed_with_a_run_with_no_instrument_failure":8,"listed_every_run_a_failure_of_syntologys_instrument":2,"filter":{"states":["a run with no instrument failure","any run, instrument failures included"],"default":"a run with no instrument failure","note":"on the 'only where code ran' pages the default hides, in the browser, the rows where every run was a failure of Syntology's instrument; the second state shows them again. Rows are hidden, never re-ordered; these twins list every row"}},"definition":"distinct papers the archive tags; 'where Syntology ran a sample' counts papers with at least one harvested sample that ran, which is not a correctness claim"},"first_page":"/task/portfolio-optimization","prev":"/task/portfolio-optimization/papers/2","next":"/task/portfolio-optimization/papers/4","papers":[{"url":null,"slug":"wasserstein-kelly-portfolios-a-robust-data","title":"Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth","date":"2023-02-27","arxiv_id":"2302.13979","repositories_listed":0,"syntology":null},{"url":null,"slug":"analysis-of-optimal-portfolios-on-finite-and","title":"Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets","date":"2023-02-14","arxiv_id":"2302.06778","repositories_listed":0,"syntology":null},{"url":null,"slug":"risk-sharing-measuring-variability-and","title":"Risk sharing, measuring variability, and distortion riskmetrics","date":"2023-02-08","arxiv_id":"2302.04034","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-modified-ctgan-plus-features-based-method","title":"A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation","date":"2023-02-05","arxiv_id":"2302.02269","repositories_listed":0,"syntology":null},{"url":null,"slug":"f-betas-and-portfolio-optimization-with-f","title":"f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures","date":"2023-02-01","arxiv_id":"2302.00452","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-deep-neural-network-algorithm-for-linear","title":"A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs","date":"2023-01-25","arxiv_id":"2301.10869","repositories_listed":0,"syntology":null},{"url":null,"slug":"stock-trading-optimization-through-model-1","title":"Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization","date":"2023-01-23","arxiv_id":"2301.09297","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-gru-based-dynamic-generative-factor-model","title":"Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning","date":"2023-01-18","arxiv_id":"2301.07318","repositories_listed":0,"syntology":null},{"url":null,"slug":"diversification-quotients-based-on-var-and-es","title":"Diversification quotients based on VaR and ES","date":"2023-01-09","arxiv_id":"2301.03517","repositories_listed":0,"syntology":null},{"url":null,"slug":"deep-reinforcement-learning-for-asset-1","title":"Deep Reinforcement Learning for Asset Allocation: Reward Clipping","date":"2023-01-02","arxiv_id":"2301.05300","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-fast-successive-qp-algorithm-for-general","title":"A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization","date":"2022-12-14","arxiv_id":"2212.06983","repositories_listed":0,"syntology":null},{"url":null,"slug":"hedging-against-complexity-distributionally","title":"Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework","date":"2022-12-03","arxiv_id":"2212.01518","repositories_listed":0,"syntology":null},{"url":null,"slug":"constrained-pure-exploration-multi-armed","title":"Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget","date":"2022-11-27","arxiv_id":"2211.14768","repositories_listed":0,"syntology":null},{"url":null,"slug":"integrating-multiple-sources-of-ordinal","title":"Integrating multiple sources of ordinal information in portfolio optimization","date":"2022-11-01","arxiv_id":"2211.00420","repositories_listed":0,"syntology":null},{"url":null,"slug":"functional-constrained-optimization-for-risk","title":"Functional Constrained Optimization for Risk Aversion and Sparsity Control","date":"2022-10-11","arxiv_id":"2210.05108","repositories_listed":0,"syntology":null},{"url":null,"slug":"zeroth-order-hard-thresholding-gradient-error","title":"Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity","date":"2022-10-11","arxiv_id":"2210.05279","repositories_listed":0,"syntology":null},{"url":null,"slug":"design-and-analysis-of-optimized-portfolios","title":"Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market","date":"2022-10-08","arxiv_id":"2210.03943","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-comparative-study-of-hierarchical-risk","title":"A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks","date":"2022-10-03","arxiv_id":"2210.00984","repositories_listed":0,"syntology":null},{"url":null,"slug":"systemic-risk-of-optioned-portfolios","title":"Systemic Risk of Optioned Portfolios: Controllability and Optimization","date":"2022-09-10","arxiv_id":"2209.04685","repositories_listed":0,"syntology":null},{"url":null,"slug":"optimal-01-matrix-completion-with","title":"Optimal $(0,1)$-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)","date":"2022-09-09","arxiv_id":"2209.04373","repositories_listed":0,"syntology":null},{"url":null,"slug":"metatrader-an-reinforcement-learning-approach","title":"MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization","date":"2022-09-01","arxiv_id":"2210.01774","repositories_listed":0,"syntology":null},{"url":null,"slug":"an-intelligent-algorithmic-trading-based-on-a","title":"An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm","date":"2022-08-23","arxiv_id":"2208.10707","repositories_listed":0,"syntology":null},{"url":null,"slug":"exponential-utility-maximization-in-small","title":"Exponential utility maximization in small/large financial markets","date":"2022-08-13","arxiv_id":"2208.06549","repositories_listed":0,"syntology":null},{"url":null,"slug":"quantum-finance-a-tutorial-on-quantum","title":"Quantum Finance: a tutorial on quantum computing applied to the financial market","date":"2022-08-08","arxiv_id":"2208.04382","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-multivariate-semi-parametric-portfolio-risk","title":"A semi-parametric dynamic conditional correlation framework for risk forecasting","date":"2022-07-11","arxiv_id":"2207.04595","repositories_listed":0,"syntology":null},{"url":null,"slug":"before-and-after-default-information-and","title":"Before and after default: information and optimal portfolio via anticipating calculus","date":"2022-07-05","arxiv_id":"2208.07163","repositories_listed":0,"syntology":null},{"url":null,"slug":"stock-performance-evaluation-for-portfolio","title":"Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market","date":"2022-07-01","arxiv_id":"2208.07166","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-hybrid-level-based-learning-swarm-algorithm","title":"A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems","date":"2022-06-29","arxiv_id":"2206.14760","repositories_listed":0,"syntology":null},{"url":null,"slug":"diversification-quotient-measuring","title":"Diversification quotients: Quantifying diversification via risk measures","date":"2022-06-28","arxiv_id":"2206.13679","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-transformer-for-attention-based","title":"Portfolio Transformer for Attention-Based Asset Allocation","date":"2022-06-07","arxiv_id":"2206.03246","repositories_listed":0,"syntology":null},{"url":null,"slug":"balancing-profit-risk-and-sustainability-for","title":"Balancing Profit, Risk, and Sustainability for Portfolio Management","date":"2022-06-06","arxiv_id":"2207.02134","repositories_listed":0,"syntology":null},{"url":null,"slug":"esg-valued-portfolio-optimization-and-dynamic","title":"ESG-Valued Portfolio Optimization and Dynamic Asset Pricing","date":"2022-06-06","arxiv_id":"2206.02854","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-survey-of-risk-aware-multi-armed-bandits","title":"A Survey of Risk-Aware Multi-Armed Bandits","date":"2022-05-12","arxiv_id":"2205.05843","repositories_listed":0,"syntology":null},{"url":null,"slug":"adaptive-online-optimization-with-predictions","title":"Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments","date":"2022-05-01","arxiv_id":"2205.00446","repositories_listed":0,"syntology":null},{"url":null,"slug":"evaluating-the-impact-of-bitcoin-on","title":"Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches","date":"2022-04-30","arxiv_id":"2205.00335","repositories_listed":0,"syntology":null},{"url":null,"slug":"fuzzy-expert-system-for-stock-portfolio","title":"Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange","date":"2022-04-28","arxiv_id":"2204.13385","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-optimization-using-a-consistent","title":"Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach","date":"2022-04-12","arxiv_id":"2204.05611","repositories_listed":0,"syntology":null},{"url":null,"slug":"locov-low-dimension-covariance-voting","title":"LoCoV: low dimension covariance voting algorithm for portfolio optimization","date":"2022-04-01","arxiv_id":"2204.00204","repositories_listed":0,"syntology":null},{"url":null,"slug":"application-of-quantum-computers-in-foreign","title":"Application of Quantum Computers in Foreign Exchange Reserves Management","date":"2022-03-29","arxiv_id":"2203.15716","repositories_listed":0,"syntology":null},{"url":null,"slug":"financial-dynamics-economic-state","title":"Economic state classification and portfolio optimisation with application to stagflationary environments","date":"2022-03-29","arxiv_id":"2203.15911","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-generalized-precision-matrix-for-t-student","title":"A generalized precision matrix for t-Student distributions in portfolio optimization","date":"2022-03-25","arxiv_id":"2203.13740","repositories_listed":0,"syntology":null},{"url":null,"slug":"fusion-of-sentiment-and-asset-price","title":"Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization","date":"2022-03-10","arxiv_id":"2203.05673","repositories_listed":0,"syntology":null},{"url":null,"slug":"neural-progressive-hedging-enforcing","title":"Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming","date":"2022-02-27","arxiv_id":"2202.13436","repositories_listed":0,"syntology":null},{"url":null,"slug":"hierarchical-sensitivity-parity","title":"Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers","date":"2022-02-17","arxiv_id":"2202.08921","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-optimization-on-nifty-thematic","title":"Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model","date":"2022-02-06","arxiv_id":"2202.02723","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-discussion-of-stochastic-dominance-and-mean","title":"A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models","date":"2022-02-05","arxiv_id":"2202.02488","repositories_listed":0,"syntology":null},{"url":null,"slug":"model-aggregation-for-risk-evaluation-and","title":"Model Aggregation for Risk Evaluation and Robust Optimization","date":"2022-01-17","arxiv_id":"2201.06370","repositories_listed":0,"syntology":null},{"url":null,"slug":"precise-stock-price-prediction-for-robust","title":"Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market","date":"2022-01-14","arxiv_id":"2201.05570","repositories_listed":0,"syntology":null},{"url":null,"slug":"discrete-time-risk-sensitive-portfolio","title":"Discrete-time risk sensitive portfolio optimization with proportional transaction costs","date":"2022-01-08","arxiv_id":"2201.02828","repositories_listed":0,"syntology":null},{"url":null,"slug":"dynamic-portfolio-optimization-with-inverse","title":"Dynamic Portfolio Optimization with Inverse Covariance Clustering","date":"2021-12-31","arxiv_id":"2112.15499","repositories_listed":0,"syntology":null},{"url":null,"slug":"community-detection-and-portfolio","title":"Community detection and portfolio optimization","date":"2021-12-26","arxiv_id":"2112.13383","repositories_listed":0,"syntology":null},{"url":null,"slug":"mean-covariance-robust-risk-measurement","title":"Mean-Covariance Robust Risk Measurement","date":"2021-12-18","arxiv_id":"2112.09959","repositories_listed":0,"syntology":null},{"url":null,"slug":"efficient-differentiable-quadratic","title":"Efficient differentiable quadratic programming layers: an ADMM approach","date":"2021-12-14","arxiv_id":"2112.07464","repositories_listed":0,"syntology":null},{"url":null,"slug":"the-oracle-estimator-is-suboptimal-for-global","title":"Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation","date":"2021-12-14","arxiv_id":"2112.07521","repositories_listed":0,"syntology":null},{"url":null,"slug":"mesoscopic-structure-of-the-stock-market-and","title":"Mesoscopic Structure of the Stock Market and Portfolio Optimization","date":"2021-12-13","arxiv_id":"2112.06544","repositories_listed":0,"syntology":null},{"url":null,"slug":"recent-advances-in-reinforcement-learning-in","title":"Recent Advances in Reinforcement Learning in Finance","date":"2021-12-08","arxiv_id":"2112.04553","repositories_listed":0,"syntology":null},{"url":null,"slug":"deep-differentiable-reinforcement-learning","title":"Deep differentiable reinforcement learning and optimal trading","date":"2021-12-06","arxiv_id":"2112.02944","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-surrogate-objective-framework-for","title":"A Surrogate Objective Framework for Prediction+Programming with Soft Constraints","date":"2021-12-01","arxiv_id":null,"repositories_listed":0,"syntology":null},{"url":null,"slug":"on-the-systemic-nature-of-global-inflation","title":"On the systemic nature of global inflation, its association with equity markets and financial portfolio implications","date":"2021-11-22","arxiv_id":"2111.11022","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-optimization-with-idiosyncratic-and","title":"Portfolio optimization with idiosyncratic and systemic risks for financial networks","date":"2021-11-22","arxiv_id":"2111.11286","repositories_listed":0,"syntology":null},{"url":null,"slug":"mean-variance-var-portfolios-miqp-formulation","title":"Mean-Variance-VaR portfolios: MIQP formulation and performance analysis","date":"2021-11-18","arxiv_id":"2111.09773","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-universal-end-to-end-approach-to-portfolio","title":"A Universal End-to-End Approach to Portfolio Optimization via Deep Learning","date":"2021-11-17","arxiv_id":"2111.09170","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-analysis-with-mean-cvar-and-mean","title":"Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models","date":"2021-11-08","arxiv_id":"2111.04311","repositories_listed":0,"syntology":null},{"url":null,"slug":"stock-portfolio-optimization-using-a-deep","title":"Stock Portfolio Optimization Using a Deep Learning LSTM Model","date":"2021-11-08","arxiv_id":"2111.04709","repositories_listed":0,"syntology":null},{"url":null,"slug":"kernel-minimum-divergence-portfolios","title":"Keep it Tighter -- A Story on Analytical Mean Embeddings","date":"2021-10-15","arxiv_id":"2110.09516","repositories_listed":0,"syntology":null},{"url":null,"slug":"high-dimensional-portfolio-optimization-using","title":"High-dimensional Portfolio Optimization using Joint Shrinkage","date":"2021-09-24","arxiv_id":"2109.13633","repositories_listed":0,"syntology":null},{"url":null,"slug":"closed-form-portfolio-optimization-under","title":"Closed-form portfolio optimization under GARCH models","date":"2021-09-01","arxiv_id":"2109.00433","repositories_listed":0,"syntology":null},{"url":null,"slug":"continuous-time-portfolio-optimization-for","title":"Continuous-time Portfolio Optimization for Absolute Return Funds","date":"2021-08-23","arxiv_id":"2108.09985","repositories_listed":0,"syntology":null},{"url":null,"slug":"machine-learning-and-factor-based-portfolio","title":"Machine Learning and Factor-Based Portfolio Optimization","date":"2021-07-29","arxiv_id":"2107.13866","repositories_listed":0,"syntology":null},{"url":null,"slug":"end-to-end-risk-budgeting-portfolio","title":"End-to-End Risk Budgeting Portfolio Optimization with Neural Networks","date":"2021-07-09","arxiv_id":"2107.04636","repositories_listed":0,"syntology":null},{"url":null,"slug":"improved-regret-bounds-for-tracking-experts","title":"Improved Regret Bounds for Tracking Experts with Memory","date":"2021-06-24","arxiv_id":"2106.13021","repositories_listed":0,"syntology":null},{"url":null,"slug":"sectoral-portfolio-optimization-by-judicious","title":"Sectoral portfolio optimization by judicious selection of financial ratios via PCA","date":"2021-06-22","arxiv_id":"2106.11484","repositories_listed":0,"syntology":null},{"url":null,"slug":"sub-and-super-solution-approach-to-accuracy","title":"Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market","date":"2021-06-22","arxiv_id":"2106.11510","repositories_listed":0,"syntology":null},{"url":null,"slug":"quantum-portfolio-optimization-with","title":"Quantum Portfolio Optimization with Investment Bands and Target Volatility","date":"2021-06-12","arxiv_id":"2106.06735","repositories_listed":0,"syntology":null},{"url":null,"slug":"forecasting-var-and-es-using-a-joint-quantile","title":"Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation","date":"2021-06-11","arxiv_id":"2106.06518","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-new-measure-to-study-erratic-financial","title":"A new measure between sets of probability distributions with applications to erratic financial behavior","date":"2021-06-10","arxiv_id":"2106.07377","repositories_listed":0,"syntology":null},{"url":null,"slug":"distributionally-robust-prescriptive","title":"Distributionally Robust Prescriptive Analytics with Wasserstein Distance","date":"2021-06-10","arxiv_id":"2106.05724","repositories_listed":0,"syntology":null},{"url":null,"slug":"learning-stochastic-optimal-policies-via","title":"Learning Stochastic Optimal Policies via Gradient Descent","date":"2021-06-07","arxiv_id":"2106.03780","repositories_listed":0,"syntology":null},{"url":null,"slug":"kolmogorov-smirnov-test-based-actively","title":"Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits","date":"2021-05-30","arxiv_id":"2105.14586","repositories_listed":0,"syntology":null},{"url":null,"slug":"robo-advising-enhancing-investment-with","title":"Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning","date":"2021-05-19","arxiv_id":"2105.09264","repositories_listed":0,"syntology":null},{"url":null,"slug":"optimal-portfolio-with-power-utility-of","title":"Optimal Portfolio with Power Utility of Absolute and Relative Wealth","date":"2021-05-17","arxiv_id":"2105.08139","repositories_listed":0,"syntology":null},{"url":null,"slug":"value-at-risk-optimization-with-gaussian","title":"Value-at-Risk Optimization with Gaussian Processes","date":"2021-05-13","arxiv_id":"2105.06126","repositories_listed":0,"syntology":null},{"url":null,"slug":"dynamic-investment-portfolio-optimization","title":"Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk","date":"2021-04-22","arxiv_id":"2104.11594","repositories_listed":0,"syntology":null},{"url":null,"slug":"power-law-portfolios","title":"Power-law Portfolios","date":"2021-04-16","arxiv_id":"2104.07976","repositories_listed":0,"syntology":null},{"url":null,"slug":"analysis-of-optimal-portfolio-on-finite-and","title":"Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model","date":"2021-04-13","arxiv_id":"2104.06293","repositories_listed":0,"syntology":null},{"url":null,"slug":"application-of-maximal-monotone-operator","title":"Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem","date":"2021-04-13","arxiv_id":"2104.06115","repositories_listed":0,"syntology":null},{"url":null,"slug":"machine-learning-driven-virtual-bidding-with","title":"Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis","date":"2021-04-06","arxiv_id":"2104.02754","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-optimization-with-sparse","title":"Portfolio Optimization with Sparse Multivariate Modelling","date":"2021-03-28","arxiv_id":"2103.15232","repositories_listed":0,"syntology":null},{"url":null,"slug":"intraday-trading-strategy-based-on-time","title":"Intraday trading strategy based on time series and machine learning for Chinese stock market","date":"2021-03-24","arxiv_id":"2103.13507","repositories_listed":0,"syntology":null},{"url":null,"slug":"functional-portfolio-optimization-in","title":"Functional portfolio optimization in stochastic portfolio theory","date":"2021-03-19","arxiv_id":"2103.10925","repositories_listed":0,"syntology":null},{"url":null,"slug":"multi-period-portfolio-optimization-using","title":"Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks","date":"2021-03-19","arxiv_id":"2103.10813","repositories_listed":0,"syntology":null},{"url":null,"slug":"on-asymptotic-log-optimal-buy-and-hold","title":"On Asymptotic Log-Optimal Buy-and-Hold Strategy","date":"2021-03-08","arxiv_id":"2103.04898","repositories_listed":0,"syntology":null},{"url":null,"slug":"portfolio-optimization-constrained-by","title":"Portfolio Optimization Constrained by Performance Attribution","date":"2021-03-07","arxiv_id":"2103.04432","repositories_listed":0,"syntology":null},{"url":null,"slug":"time-series-imputation-with-wasserstein","title":"Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff","date":"2021-02-25","arxiv_id":"2102.12736","repositories_listed":0,"syntology":null},{"url":null,"slug":"efficient-reinforcement-learning-in-resource-1","title":"Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning","date":"2021-02-18","arxiv_id":"2102.09361","repositories_listed":0,"syntology":null},{"url":null,"slug":"integrating-prediction-in-mean-variance","title":"Integrating prediction in mean-variance portfolio optimization","date":"2021-02-18","arxiv_id":"2102.09287","repositories_listed":0,"syntology":null},{"url":null,"slug":"deep-reinforcement-learning-for-portfolio-1","title":"Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module","date":"2021-02-11","arxiv_id":"2102.06233","repositories_listed":0,"syntology":null},{"url":null,"slug":"frm-financial-risk-meter-for-emerging-markets","title":"FRM Financial Risk Meter for Emerging Markets","date":"2021-02-10","arxiv_id":"2102.05398","repositories_listed":0,"syntology":null},{"url":null,"slug":"a-modularized-and-scalable-multi-agent","title":"MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management","date":"2021-02-06","arxiv_id":"2102.03502","repositories_listed":0,"syntology":null},{"url":null,"slug":"nonstationary-portfolios-diversification-in","title":"Nonstationary Portfolios: Diversification in the Spectral Domain","date":"2021-01-31","arxiv_id":"2102.00477","repositories_listed":0,"syntology":null}],"record_sha256":"d7eca398a4b4e13e4cc1a4aa60e5ed8b02e038f3ad06ccbd3f792596ad1f8c6c","record_changed_at":"2026-09-28","record_changed_at_basis":"first_hashed"}