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An algorithm for the optimization of collective investment strategies for heterogeneous investors

, 2022
openaire   +1 more source

Enhancing Strategic Agility and Real Time Decision-Making in the Technology Sector: Exploring the Role of AI and e-HRM Systems. [PDF]

F1000Res
Ongesa Nyamboga T.
europepmc   +1 more source

Exploring an AI-First Healthcare System. [PDF]

Bioengineering (Basel)
Gates A, Ali A, Conard S, Dunn P.
europepmc   +1 more source

Toward sustainable outcomes for offshore wind and biodiversity in the digital era: Principles for collaborative digital ecosystem-based governance. [PDF]

iScience
Solman H, Mandeville C.
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Real Options Valuation in Energy Investment Projects: Modeling Hedging Strategies Using Genetic Algorithm Software

Problems and Perspectives in Management, 2004
Marco Antônio Guimarães Dias, Mario Antonio Rivera   +1 more
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Distributed decision-making in a shared power network: a game-theoretic framework for integrated electricity and gas systems. [PDF]

Sci Rep
Huang J, Yu T, Pan Z, Wu Y.
europepmc   +1 more source

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Building Investment Strategy Portfolios by Combination Genetic Algorithms

Third International Conference on Natural Computation (ICNC 2007), 2007
The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, which becomes a problem of distributing capital to a set of investment strategies.
Jiah-Shing Chen, Jia-Li Hou, Shih-Min Wu
openaire   +1 more source

Constructing investment strategy portfolios by combination genetic algorithms

Expert Systems with Applications, 2009
The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, which becomes a problem of distributing capital to a set of investment strategies.
Jiah-Shing Chen, Jia-Li Hou, Shih-Min Wu, Ya-Wen Chang-Chien   +3 more
openaire   +1 more source

Algorithmic determination of the maximum possible earnings for investment strategies

Decision Support Systems, 2013
This paper proposes a new method for determining the upper bound of any investment strategy's maximum profit, applied in a given time window 0,T]. This upper bound is defined once all the prices are known at time T and therefore represents the ex-post maximum efficiency of any investment strategy determined during the relevant time interval.
Brandouy, Olivier, Veryzhenko, Iryna, Mathieu, Philippe   +2 more
openaire   +2 more sources