Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking

By Javier Mancilla, Theodoros D. Bouloumis, Frederic Goguikian

Published 2026-01-12

Everscope rating

1368.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: THRML-based Ising Hamiltonian Probabilistic Inference. Problem types: Portfolio Optimization, Optimization, Index Tracking, Risk Management.

arXiv:2601.07792 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.