Optimization and Control · Mathematics
On the Computation of the Efficient Frontier in Advanced Sparse Portfolio Optimization
Arturo Annunziata, Matteo Lapucci, Pieluigi Mansueto, Davide Pucci
2025-09-23
Machine Learning · Computer Science
Learning the Efficient Frontier
Philippe Chatigny, Ivan Sergienko, Ryan Ferguson, Jordan Weir +1
2023-10-17
Statistical Finance · Quantitative Finance
Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty
David Bauder, Taras Bodnar, Nestor Parolya, Wolfgang Schmid
2023-04-19
Computational Engineering, Finance, and Science · Computer Science
The Risk Profile Problem for Stock Portfolio Optimization
Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
2007-05-23
Portfolio Management · Quantitative Finance
Transfer Learning for Portfolio Optimization
Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum
2023-07-26
Computational Engineering, Finance, and Science · Computer Science
Modern Portfolio Theory in the Crypto-Wilderness
Ivan Vynyavskyy, Stefan Kitzler, Bernhard Haslhofer, Aviv Yaish
2026-05-21
Portfolio Management · Quantitative Finance
Robust Portfolio Optimisation with Specified Competitors
Gonçalo Simões, Mark McDonald, Stacy Williams, Daniel Fenn +1
2017-01-12
Physics and Society · Physics
Cluster analysis for portfolio optimization
Vincenzo Tola, Fabrizio Lillo, Mauro Gallegati, Rosario N. Mantegna
2008-12-02
Optimization and Control · Mathematics
An algebraic approach to Integer Portfolio problems
F. Castro, J. Gago, I. Hartillo, J. Puerto +1
2010-04-07
Machine Learning · Computer Science
Growing the Efficient Frontier on Panel Trees
Lin William Cong, Guanhao Feng, Jingyu He, Xin He
2025-02-05