---
title: Portfolio Optimization using Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4553078/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4553078
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4553078
featured: 2023-08-30
citations: unknown
topic: Portfolio & Allocation
---


# Portfolio Optimization using Machine Learning

The research shows that machine learning models can be used to devise investment strategies and construct optimal portfolios, performing better than traditional strategies on the Mexican Stock Exchange.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4553078
- Identifier: SSRN 4553078
- Released: 2023-08-26
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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