time-series-3
Portfolio Optimization
3260 papers • 126 benchmarks • 313 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.
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Most implemented papers
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Zhengyao Jiang, Dixing Xu, Jinjun Liang•Thu Jun 29 2017
A financial-model-free Reinforcement Learning framework to provide a deep machine learning solution to the portfolio management problem, able to achieve at least 4-fold returns in 50 days.
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