ReviewFrontiers in artificial intelligence2024
Enhancing portfolio management using artificial intelligence: literature review.
Review in Frontiers in artificial intelligence, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 6 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
6 citing papers in PubMed.
- The impact of portfolio managers' familiarity with data visualization on the development of heuristics methods.Cognitive processing · 2026Article
- Nature-inspired multi-objective artificial intelligence for short-horizon volatility-regime early warning and defensive asset allocation.Frontiers in artificial intelligence · 2026Article
- The future of pharmaceuticals: Artificial intelligence in drug discovery and development.Journal of pharmaceutical analysis · 2025Review
- Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market.Frontiers in artificial intelligence · 2025Article
- Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting.Frontiers in artificial intelligence · 2025Review
- Interpretable multimodal reasoning for robo-advisory: the FinErva framework.Frontiers in artificial intelligence · 2025Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
10 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
Building an investment portfolio is a problem that numerous researchers have addressed for many years. The key goal has always been to balance risk and reward by optimally allocating assets such as stocks, bonds, and cash. In general, the portfolio management process is based on three steps: planning, execution, and feedback, each of which has its objectives and methods to be employed. Starting from Markowitz's mean-variance portfolio theory, different frameworks have been widely accepted, which considerably renewed how asset allocation is being solved. Recent advances in artificial intelligence provide methodological and technological capabilities to solve highly complex problems, and investment portfolio is no exception. For this reason, the paper reviews the current state-of-the-art approaches by answering the core question of how artificial intelligence is transforming portfolio management steps. Moreover, as the use of artificial intelligence in finance is challenged by transparency, fairness and explainability requirements, the case study of
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.