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Portfolio Optimization

1개 벤치마크 · 논문 507편 · 이 태스크의 논문 보기 →

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Most implemented

Deep Learning for Portfolio Optimization

2020-05-27 · 구현 3개

Bayesian Optimization of Risk Measures

2020-07-10 · 구현 2개

Papers

Learning Discrete Decisions for MIPs with Constraint-Aware Diffusion

2026-08-13 · Vincenzo Di Vito, Mehdi Taghizadeh, Deepjyoti Deka, Kaarthik Sundar 외 arxiv

This paper proposes a novel learning-based approach to approximately solve instances of mixed-integer optimization problems. These problems are computationally challenging, as they require jointly determining discrete an…

Portfolio Optimization

Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage

2026-07-25 · Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna arxiv

This paper introduces a compact reformulation of a modular end-to-end neural network for global minimum-variance portfolio optimization that decouples model complexity from both look-back window length and universe size.…

Portfolio Optimization

Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms

2026-07-10 · Danial Ramezani, Mostafa Abouei Ardakan arxiv

Decision-making is posing an increasingly formidable challenge to investors because of the growing number of alternatives available in financial markets. A hot area of research over the past few decades has been portfoli…

Portfolio Optimization

Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization

2026-07-07 · Sounaq Das, Tanmay Sen, Raghu Nandan Sengupta, Aditya Gupta arxiv

Portfolio optimization under uncertainty is inherently a multi-objective decision problem involving complex interactions among return, risk, market dynamics, and practical investment constraints. Existing reliability bas…

Reinforcement LearningPortfolio OptimizationDecision Making

Decision-focused Sparse Tangent Portfolio Optimization

2026-07-01 · Haeun Jeon, Seunghoon Choi, Hyunglip Bae, Yongjae Lee 외 arxiv

Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean-variance frontier. However, the associated cardinality-constrained formulation is NP-h…

Portfolio Optimization

Directed Graph Topology Inference via Graph Filter Identification

2026-06-25 · Rasoul Shafipour, Andrei Buciulea, Santiago Segarra, Antonio G. Marques 외 arxiv

We address the problem of inferring a directed network from nodal measurements generated by linear diffusion dynamics on the sought graph. Observations are modeled as the outputs of a graph convolutional filter, i.e., a …

Portfolio Optimization

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