Portfolio Optimization
37 papers with code • 0 benchmarks • 0 datasets
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.
Benchmarks
These leaderboards are used to track progress in Portfolio Optimization
Most implemented papers
Reweighted Price Relative Tracking System for Automatic Portfolio Optimization
In the portfolio optimizing stage, a novel tracking system with a generalized increasing factor is proposed to maximize the future wealth of next period.
Online Mixed-Integer Optimization in Milliseconds
bstellato/mlopt
•
•
Compared to state-of-the-art MIO routines, the online running time of our method is very predictable and can be lower than a single matrix factorization time.
Deep Deterministic Portfolio Optimization
CFMTech/Deep-RL-for-Portfolio-Optimization
•
•
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies?
Solving Portfolio Optimization Problems Using MOEA/D and Levy Flight
Portfolio optimization is a financial task which requires the allocation of capital on a set of financial assets to achieve a better trade-off between return and risk.
Combining Reinforcement Learning and Constraint Programming for Combinatorial Optimization
qcappart/hybrid-cp-rl-solver
•
•
In this work, we propose a general and hybrid approach, based on DRL and CP, for solving combinatorial optimization problems.
Deep Stock Predictions
Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems.
A Novel Meta-Heuristic Optimization Algorithm Inspired by the Spread of Viruses
In this paper, a novel nature-inspired meta-heuristic optimization algorithm called virus spread optimization (VSO) is proposed.
Constrained regret minimization for multi-criterion multi-armed bandits
We consider a stochastic multi-armed bandit setting and study the problem of constrained regret minimization over a given time horizon.
Off-Policy Optimization of Portfolio Allocation Policies under Constraints
NymishaBandi/constrained-batch-policy-learning
•
•
The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk.
Deep reinforcement learning for portfolio management
watermeloncq/drl-pm-shorting-and-arbitraging
•
•
In our paper, we apply deep reinforcement learning approach to optimize investment decisions in portfolio management.
