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Portfolio optimization using Artificial Intelligence: a systematic literature review

https://doi.org/10.5585/exactaep.2022.21882
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s00521-010-0362-zopenalex-snapshot
A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems
inferredcites →https://doi.org/10.1007/s11192-015-1744-xopenalex-snapshot
Methodi Ordinatio: a proposed methodology to select and rank relevant scientific papers encompassing the impact factor, number of citation, and year of publication
inferredcites →https://doi.org/10.1016/j.asoc.2011.10.009openalex-snapshot
A hybrid stock selection model using genetic algorithms and support vector regression
inferredcites →https://doi.org/10.1016/j.asoc.2014.08.026openalex-snapshot
A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization
inferredcites →https://doi.org/10.1016/j.dss.2019.113097openalex-snapshot
Deep learning for decision making and the optimization of socially responsible investments and portfolio
inferredcites →https://doi.org/10.1016/j.ejor.2009.05.003openalex-snapshot
Mean-variance-skewness model for portfolio selection with fuzzy returns
inferredcites →https://doi.org/10.1016/j.eswa.2016.02.006openalex-snapshot
Computational Intelligence and Financial Markets: A Survey and Future Directions
inferredcites →https://doi.org/10.1016/j.eswa.2017.06.023openalex-snapshot
An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown
inferredcites →https://doi.org/10.1016/j.eswa.2019.01.083openalex-snapshot
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets
inferredcites →https://doi.org/10.1016/j.eswa.2019.112891openalex-snapshot
Continuous control with Stacked Deep Dynamic Recurrent Reinforcement Learning for portfolio optimization
inferredcites →https://doi.org/10.1016/j.eswa.2020.113456openalex-snapshot
Financial portfolio optimization with online deep reinforcement learning and restricted stacked autoencoder—DeepBreath
inferredcites →https://doi.org/10.1016/j.eswa.2020.113464openalex-snapshot
Stock market movement forecast: A Systematic review
inferredcites →https://doi.org/10.1016/j.eswa.2020.113632openalex-snapshot
Two-stage DEA in banks: Terminological controversies and future directions
inferredcites →https://doi.org/10.1016/j.neucom.2020.04.004openalex-snapshot
Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism
inferredcites →https://doi.org/10.1016/s0165-0114(98)00449-7openalex-snapshot
Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
inferredcites →https://doi.org/10.1016/s0305-0548(99)00074-xopenalex-snapshot
Heuristics for cardinality constrained portfolio optimisation
inferredcites →https://doi.org/10.1038/nature14539openalex-snapshot
Deep learning
inferredcites →https://doi.org/10.1109/access.2019.2913776openalex-snapshot
Reinforcement Learning Based Routing in Networks: Review and Classification of Approaches
inferredcites →https://doi.org/10.1109/cec.2007.4424514openalex-snapshot
Portfolio optimization using multi-obj ective genetic algorithms
inferredcites →https://doi.org/10.1111/1540-6261.00453openalex-snapshot
Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective
inferredcites →https://doi.org/10.1111/itor.12541openalex-snapshot
Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-snapshot
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.2469/faj.v51.n1.1861openalex-snapshot
Random Walks in Stock Market Prices
inferredcites →https://doi.org/10.24857/rgsa.v5i2.424openalex-snapshot
Como construir conhecimento sobre o tema de pesquisa? Aplicação do processo proknow-c na busca de literatura sobre avaliação do desenvolvimento sustentável

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4676596openalex-extracted
Portfolio Optimization: A Systematic and Bibliometric Literature Review
inferred← citeshttps://doi.org/10.1007/978-3-031-70598-4_7openalex-snapshot
Dynamic Portfolios: Deep Neural Networks Driving Financial Success
inferred← citeshttps://doi.org/10.1007/978-3-031-74186-9_21openalex-snapshot
Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
inferred← citeshttps://doi.org/10.1007/978-3-032-33088-8_7openalex-snapshot
ESG & Impact Measurement for Angel Portfolios
inferred← citeshttps://doi.org/10.1007/978-981-97-4727-6_28openalex-snapshot
Artificial Intelligence in Finance: A Systematic Literature Review
inferred← citeshttps://doi.org/10.1007/s10660-026-10179-4openalex-snapshot
Artificial intelligence and e-commerce market dynamics: comparative evidence from Europe, China, and the U.S.
inferred← citeshttps://doi.org/10.1007/s12652-024-04766-2openalex-snapshot
Comparative study of information measures in portfolio optimization problems
inferred← citeshttps://doi.org/10.1108/978-1-83753-572-920241009openalex-snapshot
A Review of the Role of Artificial Intelligence in Banking and Stock Market Trading
inferred← citeshttps://doi.org/10.1109/icicacs65178.2025.10968394openalex-snapshot
Integrating Federated Learning and Blockchain for Enhanced Financial Portfolio Management
inferred← citeshttps://doi.org/10.1109/icicnis66685.2025.11315713openalex-snapshot
FynVerse: A RAG-Enhanced AI Stock Trading Simulator for Portfolio Learning
inferred← citeshttps://doi.org/10.1109/mitadtsocicon60330.2024.10575311openalex-snapshot
Synergizing Investment Portfolios: A Technologically Advanced Approach with Integrated Chatbot Capabilities
inferred← citeshttps://doi.org/10.1145/3789692.3789769openalex-snapshot
Algorithmic Trading and AI-Enhanced Portfolio Management for Revenue Optimization in Commercial Banking
inferred← citeshttps://doi.org/10.14393/ufu.te.2024.501openalex-snapshot
Aplicações de inteligência artificial e reinforcement learning na previsão de preços e gestão de portfólios: ensaios no contexto financeiro e de commodities
inferred← citeshttps://doi.org/10.3390/risks14090191openalex-snapshot
Elimination of Financial Bubbles Exposure and Tactical Leadership Bias in the risK-Yield Discriminant OptimizatioN—KYDON
inferred← citeshttps://doi.org/10.36948/ijfmr.2025.v07i02.42920openalex-snapshot
AI and Machine Learning in Financial Decision-Making
inferred← citeshttps://doi.org/10.55248/gengpi.6.0325.12185openalex-snapshot
Artificial Intelligence in Financial Markets: Optimizing Risk Management, Portfolio Allocation, and Algorithmic Trading
inferred← citeshttps://doi.org/10.59994/ajbtme.2024.1.68openalex-snapshot
The Impact of Artificial Intelligence Dimensions on Investment Decisions among Potential Investors
inferred← citeshttps://doi.org/10.7717/peerj-cs.1695openalex-snapshot
Management of investment portfolios employing reinforcement learning
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