Multiclass portfolio optimization via variational quantum Eigensolver with Dicke state ansatz. [PDF]
Sci RepScursulim JVS +3 more
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StockData: An open investment transaction dataset. [PDF]
Data BriefLi M, Wu C, Mao W, Firat EE, Laramee RS.
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A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization. [PDF]
Entropy (Basel)Albaqami H, Mrad M, Gharbi A, Subasi MM.
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A multi-criteria approach to ESG-based portfolio optimization incorporating historical performance, forward-looking insights, and credibilistic CVaR: a case study on the DJIA. [PDF]
Sci RepTaheripour E, Sadjadi SJ, Amiri B.
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Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market. [PDF]
PLoS OneAmini M, Javadi S, Soleimani-Damaneh M.
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Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]
Front Artif IntellGuede-Fernández F +6 more
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Parametric portfolio policy with momentum-based sentiment trading strategy. [PDF]
PLoS OneLee WY, Lin YH, Yu JR, Lien D.
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The new vision from the National Institute of Allergy and Infectious Diseases (NIAID). [PDF]
Nat MedTaubenberger JK +2 more
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Entropy-Augmented Forecasting and Portfolio Construction at the Industry-Group Level: A Causal Machine-Learning Approach Using Gradient-Boosted Decision Trees. [PDF]
Entropy (Basel)Cohen G, Aiche A, Eichel R.
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Lessons learnt from the implementation of electronic consent (eConsent) and its use across a large portfolio of trials in a UK academic clinical trials unit. [PDF]
TrialsAppelbe DE, Eldridge L, Barber VS.
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