Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]
Zhang B.
europepmc +1 more source
ABSTRACT Adopting a signaling perspective, this study examines whether corporate green patenting reduces the cost of equity by mitigating information asymmetry in capital markets. Using longitudinal panel data from South Korea, we find that green patenting—encapsulating technological innovation related to energy, environmental protection, and climate ...
Jeongdae Yim, Su‐Yol Lee
wiley +1 more source
A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization. [PDF]
Albaqami H, Mrad M, Gharbi A, Subasi MM.
europepmc +1 more source
Optimal portfolio design to reduce climate-related conservation uncertainty in the Prairie Pothole Region. [PDF]
Ando AW, Mallory ML.
europepmc +1 more source
ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca +2 more
wiley +1 more source
Optimizing Budget Allocation for Digital Health Investments Using Metaheuristic Algorithms: A Cost-Impact Analysis for Public Health Systems. [PDF]
Dayi F +4 more
europepmc +1 more source
Portfolio selection models: comparative analysis and applications to the Brazilian stock market
This paper presents a comparison of three portfolio selection models, Mean-Variance (MV), Mean Absolute Deviation (MAD), and Minimax, as applied to the Brazilian Stock Market (BOVESPA).
Farias, Christiano Alves +2 more
core +1 more source
ABSTRACT This study examines how circular economy (CE) practices relate to supply chain resilience (SCRES), focusing on the capability‐based mechanisms through which CE strategies may influence resilience outcomes. Drawing on survey data from 125 Italian firms engaged in CE initiatives, we employ partial least squares structural equation modelling (PLS‐
Roberta Pellegrino +4 more
wiley +1 more source
Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]
Khan AH, Mohammed AM, Li S.
europepmc +1 more source
A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns
In the paper we present a proposal of augmenting portfolio analysis for the infinitely divisible distributions of returns - so that the prices of assets can follow Lévy processes.
Kliber, Pawel
core +1 more source

