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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 5 of 5: papers 401 to 428 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.

• Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk
  16 Aug 2016 0 repositories listed
• Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
  11 Aug 2016 0 repositories listed
• Dynamic portfolio strategy using clustering approach
  10 Aug 2016 0 repositories listed
• Replica approach to mean-variance portfolio optimization
  28 Jun 2016 0 repositories listed
• Conditional Analysis and a Principal-Agent problem
  14 Jun 2016 0 repositories listed
• Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints
  22 May 2016 0 repositories listed
• Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics
  22 May 2016 0 repositories listed
• Methods for Sparse and Low-Rank Recovery under Simplex Constraints
  2 May 2016 0 repositories listed
• Portfolio Optimization under Shortfall Risk Constraint
  20 Apr 2016 0 repositories listed
• Optimal trading strategies - a time series approach
  25 Mar 2016 0 repositories listed
• Robust Utility Maximization with Lévy Processes
  22 Mar 2016 0 repositories listed
• Dynamic portfolio selection without risk-free assets
  16 Feb 2016 0 repositories listed
• Portfolio Optimization in the Stochastic Portfolio Theory Framework
  28 Jan 2016 0 repositories listed
• Multistage Portfolio Optimization: A Duality Result in Conic Market Models
  22 Jan 2016 0 repositories listed
• Robust Portfolio Optimization
  1 Dec 2015 0 repositories listed
• Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration
  16 Sep 2015 0 repositories listed
• Portfolio optimization using local linear regression ensembles in RapidMiner
  29 Jun 2015 0 repositories listed
• Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio
  19 Jun 2015 0 repositories listed
• Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
  15 May 2015 0 repositories listed
• A Study of Correlations in the Stock Market
  22 Apr 2015 0 repositories listed
• A Robust Statistics Approach to Minimum Variance Portfolio Optimization
  27 Mar 2015 0 repositories listed
• The Robust Merton Problem of an Ambiguity Averse Investor
  10 Feb 2015 0 repositories listed
• Optimal strategies of investment in a linear stochastic model of market
  25 Jan 2015 0 repositories listed
• Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods
  21 Jan 2015 0 repositories listed
• An Evolutionary Optimization Approach to Risk Parity Portfolio Selection
  27 Nov 2014 0 repositories listed
• Supervised classification-based stock prediction and portfolio optimization
  3 Jun 2014 0 repositories listed
• The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
  19 Feb 2014 0 repositories listed
• Optimal Web-Scale Tiering as a Flow Problem
  1 Dec 2010 0 repositories listed