Results 101 to 110 of about 30,898 (244)
Information‐Theoretic Approach to Financial Market Modeling
Mathematical Finance, EarlyView.ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley +1 more source
Robust Portfolio Optimization with a Hybrid Heuristic Algorithm [PDF]
Estimation errors in both the expected returns and the covariance matrix hamper the constructing of reliable portfolios within the Markowitz framework. Robust techniques that incorporate the uncertainty about the unknown parameters are suggested in the ...
Peter Winker, Björn Fastrich
core
Portfolio Optimization. Application of the Markowitz Model Using Lagrange and Profitability Forecast
Expert Journal of Economics, 2018 This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio.
Vasile BRĂTIAN
doaj
Journal of Veterinary Emergency and Critical Care, EarlyView.ABSTRACT Objective To assess the association between mechanical power (MP) and survival in mechanically ventilated dogs with primary pulmonary parenchymal disease and to compare its prognostic performance against individual ventilator parameters and oxygenation indices. Design Retrospective, multicenter observational cohort study.
Tereza Stastny +7 more
wiley +1 more source
Linear statistical inference for global and local minimum variance portfolios [PDF]
Traditional portfolio optimization has been often criticized since it does not account for estimation risk. Theoretical considerations indicate that estimation risk is mainly driven by the parameter uncertainty regarding the expected asset returns rather
Frahm, Gabriel
core
E-Jurnal MatematikaThis study aims to determine the optimal stock portfolio within the SMinfra18 index using the Markowitz model and forecast the dominant stock price using the Long Short-Term Memory (LSTM) method. Monthly closing prices of 18 SMinfra18 stocks from January
ANNISA FITRIANI +4 more
doaj +1 more source
Lifestyle modification in atrial fibrillation: Mechanisms, phenotypes and ablation outcomes
Experimental Physiology, EarlyView.Abstract Atrial fibrillation (AF) is the most prevalent sustained cardiac arrhythmia and is associated with significant morbidity, mortality and healthcare utilization. Catheter ablation is increasingly used as a rhythm‐control intervention for patients with symptomatic paroxysmal and persistent AF, yet recurrence rates remain suboptimal.
Konstantinos Grigoriou +11 more
wiley +1 more source
Sparse and stable Markowitz portfolios [PDF]
We consider the problem of portfolio selection within the classical Markowitz meanvariance optimizing framework, which has served as the basis for modern portfolio theory for more than 50 years.
De Mol, Christine +4 more
core
Political Psychology, Volume 47, Issue 6, December 2026.Abstract How do international audiences psychologically engage with prolonged geopolitical conflicts on social media? Drawing on 1.2+ million English‐language tweets posted during the first 10 months of the Russia–Ukraine war, this study examines temporal shifts in engagement, emotion, existential concern, cognition, and psychological distance ...
Vivian P. Ta‐Johnson, A. Burcu Bayram
wiley +1 more source
Psychology &Marketing, Volume 43, Issue 11, Page 3094-3112, November 2026.ABSTRACT This study addresses the need to understand human engagement with empathic Generative Artificial Intelligence (GenAI) digital companions (DC), as these systems increasingly fulfil social and emotional roles in daily life. Motivated by the rapid adoption of DC technologies and their potential to reshape human–AI relationships, the study applies
Aitor Ezker‐Galech +3 more
wiley +1 more source