Results 51 to 60 of about 242,971 (299)
Modern Portfolio Theory: Some Main Results [PDF]
, 2017 This article summarizes some main results in modern portfolio theory. First, the Markowitz approach is presented. Then the capital asset pricing model is derived and its empirical testability is discussed. Afterwards Neumann-Morgenstern utility theory is
Müller, Heinz H.
core
AI in chemical engineering: From promise to practice
AIChE Journal, EarlyView.Abstract Artificial intelligence (AI) in chemical engineering has moved from promise to practice: physics‐aware (gray‐box) models are gaining traction, reinforcement learning complements model predictive control (MPC), and generative AI powers documentation, digitization, and safety workflows.
Jia Wei Chew +4 more
wiley +1 more source
Advanced Intelligent Systems, EarlyView.This study provides an introduction to Bayesian optimisation targeted for experimentalists. It explains core concepts, surrogate modelling, and acquisition strategies, and addresses common real‐world challenges such as noise, constraints, mixed variables, scalability, and automation.
Chuan He +2 more
wiley +1 more source
Time weighted portfolio optimisation [PDF]
, 2001 In estimating the inputs into the Modern Portfolio Theory (MPT) portfolio optimisation problem, it is usual to use equal weighted historic data.
Lee, Stephen
core
Anatomical Sciences Education, EarlyView.Abstract Anatomy and physiology are foundational to health science education, yet student engagement in these modules often declines during later years of study. This discursive article aims to describe a teaching intervention which increased student engagement and provide educator reflection of implementation and improvement over time.
Nicolene Jooste, Asma Shaikh‐Kader
wiley +1 more source
AI voice journaling for future language teachers: A path to well‐being through reflective practices
British Educational Research Journal, EarlyView.Abstract This study aimed to explore the perceived impact of using an AI‐powered voice journaling app in overcoming the challenges and stressors encountered by senior students enrolled in teaching practicum at an English Language Teaching Bachelor's programme.
Bora Demir, Duygu Özdemir
wiley +1 more source
Optimization method of investment package based on Markowitz portfolio theory
Вестник Дагестанского государственного технического университета: Технические наукиObjective. The aim of the study is to implement and evaluate the optimization method based on the Markowitz portfolio theory. Method. The model is built using the Python programming language and the necessary libraries.
A. D. Baydalin
doaj +1 more source
EIRP Proceedings, 2022 Classical statistical and econometric theory, intended to provide functional forecasting models in capital markets, is the mathematical foundation for a number of theories - efficient market theory, Harry Markowitz's optimized portfolio theory, the ...
Ana-Maria Metescu
doaj
Portfolio optimization and risk management through Hierarchical Risk Parity and Logic Learning Machine: a case study applied to the Turkish stock market [PDF]
Risk Management MagazineThis study explores an innovative approach to portfolio optimization, bridging traditional Modern Portfolio Theory (MPT) with advanced Machine Learning techniques.
Pier Giuseppe Giribone +3 more
doaj +1 more source
Higher Moments Portfolio Optimization with Entropy Based Polynomial Goal Programming [PDF]
تحقیقات مالی, 2018 Objective: Portfolio selection is a critical factor in investment. Having considered a number of risky assets, fund managers must choose the optimum portfolio.
Ahmad Nabizade, Adel Behzadi
doaj +1 more source