Results 41 to 50 of about 139 (68)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement

In this paper, we present an artificial neural network framework for portfolio compression of a large portfolio of European options with varying maturities (target portfolio) by a significantly smaller portfolio of European options with shorter or same ...
Dhandapani, Vikranth Lokeshwar, Jain, Shashi   +1 more
core  

Understanding generative AI output with embedding models. [PDF]

Sci Adv
Vargas M, Cannon R, Engel A, Sarwate AD, Chiang T.   +4 more
europepmc   +1 more source

Hedging carbon risk with a network approach

Sustainable investing refers to the integration of environmental and social aspects in investors' decisions. We propose a novel methodology based on the Triangulated Maximally Filtered Graph and node2vec algorithms to construct an hedging portfolio for ...
Azzone, Michele, Pocelli, Maria Chiara, Stocco, Davide   +2 more
core  

Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework

Traditionally, assets are selected for inclusion in a portfolio (long or short) by human analysts. Teams of human portfolio managers (PMs) seek to weigh and balance these securities using optimisation methods and other portfolio construction processes ...
Vidler, Alicia
core  

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management

Deep or reinforcement learning (RL) approaches have been adapted as reactive agents to quickly learn and respond with new investment strategies for portfolio management under the highly turbulent financial market environments in recent years.
Li, Zhenglong, Tam, Vincent, Yeung, Kwan L.   +2 more
core  

Text mining arXiv: a look through quantitative finance papers

This paper explores articles hosted on the arXiv preprint server with the aim to uncover valuable insights hidden in this vast collection of research. Employing text mining techniques and through the application of natural language processing methods, we
Bianchi, Michele Leonardo
core  

Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach

We propose an alternative linearization to the classical Markowitz quadratic portfolio optimization model, based on maximum drawdown. This model, which minimizes maximum portfolio drawdown, is particularly appealing during times of financial distress ...
Dorador, Albert
core  

Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks

Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio.
Bravo, Cristián, Korangi, Kamesh, Mues, Christophe   +2 more
core  

Addressing distress management challenges: Recommendations from the consensus panel of the American Psychosocial Oncology Society and the Association of Oncology Social Work

Ca-A Cancer Journal for Clinicians, 2021
Teresa L Deshields, Sharla Wells-Di Gregorio, Ryan D Nipp   +2 more
exaly  

The contemporary management of peritoneal metastasis: A journey from the cold past of treatment futility to a warm present and a bright future

Ca-A Cancer Journal for Clinicians, 2023
Jason, Chunmeng Zhang, Prateek Sharma
exaly