Abstract: We study Markowitz's mean-variance portfolio optimization problem. When practically using this model, the mean vector and the covariance matrix of the assets returns often need to be ...
Abstract: Portfolio optimization is one of the most studied optimization problems at the intersection of quantum computing and finance. In this work, we develop the first quantum formulation for a ...
Abstract: Selecting appropriate research and development (R&D) projects under budget constraints is a critical yet challenging task for enterprises. During development, these projects are inevitably ...
In the past year, a new model for portfolio construction has emerged as the framework du jour. Positioned as a superior alternative to Strategic Asset Allocation, the Total Portfolio Approach promises ...
Prenetics Global Limited is rated a buy, with a projected 150% upside based on forward EV/S and robust revenue growth from IM8. PRE has been working to reduce its direct costs, with a sequential ...
Abstract: Quantum finance has recently attracted significant attention for its potential to enhance investment strategies.This work introduces an entanglement-enhanced quantum-inspired optimization ...
[Bloomberg/Yahoo API] → [Data Processing Layer] → [NLP Model (FinBERT)] ↓ [RL Agent (PPO/Actor-Critic)] ↓ [Portfolio Management + Simulation Engine] ↓ ...
This project implements the research paper "Reinforcement Learning for Risk-Aware Portfolio Optimization: A Comparative Study of PPO, QR-DDPG, DDPG, and SAC under Market Uncertainty".
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