S&P 500 concentration risk is surging—top 10 now 41%. See a quant-optimized 15-stock barbell from Strong Buy picks for better ...
Abstract: Since the introduction of Modern Portfolio Theory (MPT) in 1952, its practical applications, associated challenges, and computational efficiency on large and high-frequency datasets, ...
PPO-based portfolio allocator for 10 ETFs with a 274-dimensional state space, achieving Sharpe 2.00 vs 1.75 rolling Markowitz on 2025 H1 out-of-sample data.
Abstract: Quantum-inspired algorithms have attracted considerable attention for their effective approach to addressing various optimization problems, drawing inspiration from quantum properties. This ...
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