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Portfolio Optimization
The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic... -
Robust Statistics Approach to Minimum Variance Portfolio Optimization
The dataset used in this paper is a collection of financial asset returns, which are used to estimate the covariance matrix and optimize the minimum variance portfolio. -
Active and Passive Portfolio Management with Latent Factors
The dataset used in this paper is a market model with a latent factor driving asset growth rates. -
The Kelly Criterion: Theory and Practice
The dataset used in the paper is a collection of examples illustrating the Kelly Criterion and its applications. -
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes
The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion. -
Gambling the World Away: Myopic Investors
The dataset used in the paper is a collection of examples illustrating myopic investors and their sub-optimal portfolios. -
US Equities Returns Dataset
The dataset used in this paper is a collection of daily close-to-close returns from 1999-01-04 to 2020-03-31 of US equities, adjusted for dividends, splits, and other corporate... -
Training and test sets
The dataset consists of various financial time series which cover a period ranging from January 2, 2002, up to March 24, 2020. -
DeepPocket
Portfolio management aims at maximizing the return on investment while minimizing risk by continuously reallocating the assets forming the portfolio. These assets are not...
