Results 101 to 110 of about 4,569,395 (350)
Transitioning of the Chemical Industry Toward a Net‐Zero Carbon Dioxide Emission Path
Angewandte Chemie, EarlyView.One way to reduce the greenhouse gas footprint of the chemical industry to almost zero would be the production of the platform molecules C1‐compounds, olefins, aromatics, and ammonia by non‐fossil pathways. The rest of the chemical production chains could be essentially left unchanged, provided the process energy input is renewable.
Ferdi Schüth, Stephan A. Schunk
wiley +2 more sources
Prospect theory-based formulation of chance constrained portfolio optimization problem using loan
SICE Journal of Control, Measurement, and System IntegrationPortfolio optimization that allows the borrowed money from a loan to be invested in risk assets has been formulated as a chance constrained problem. In this paper, in order to reflect investor preferences called “values” in the solution, or the portfolio,
Kiyoharu Tagawa, Yukiko Orito
doaj +1 more source
Reinforcement learning for deep portfolio optimization
Electronic Research ArchivePortfolio optimization is an important financial task that has received widespread attention in the field of artificial intelligence. In this paper, a novel deep portfolio optimization (DPO) framework was proposed, combining deep learning and ...
Ruyu Yan, Jiafei Jin, Kun Han
doaj +1 more source
Modeling Portfolio Optimization based on behavioral Preferences and Investor’s Memory [PDF]
تحقیقات مالیObjectiveThe optimization of asset portfolios, taking into account market advancements, has emerged as a pivotal subject in financial economics. Constructing asset portfolios is acknowledged as a critical decision for investors. Consequently, researchers
vahideh mousavi kakhki, Sanaz Khatabi
doaj +1 more source
Robust Portfolio Optimization with Derivative Insurance Guarantees [PDF]
Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set.
Berc Rustem, Daniel Kuhn, Steve Zymler
core
Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz
, 2015 Using daily returns of the S&P 500 stocks from 2001 to 2011, we perform a backtesting study of the portfolio optimization strategy based on the extreme risk index (ERI).
Mainik, Georg +2 more
core +1 more source
Economic Viability of Photovoltaic Systems Providing Frequency Containment Reserve
Advanced Energy and Sustainability Research, EarlyView.This article investigates the feasibility of photovoltaic (PV) systems providing frequency containment reserve (FCR) in the Netherlands. The economic analysis demonstrates that a PV plant can profitably participate in FCR without battery storage by maintaining an active power reserve.
Emil Petkovski +3 more
wiley +1 more source
Copula-Based Black-Litterman Portfolio Optimization
European Journal of Operational Research, 2020 We extend the Black-Litterman (BL) approach to incorporate tail dependency in portfolio optimization and estimate the posterior joint distribution of returns using vine copulas.
Maziar Sahamkhadam +2 more
semanticscholar +1 more source
Random matrix approach for primal-dual portfolio optimization problems
, 2017 In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration ...
Shinzato, Takashi +2 more
core +1 more source
Supply chain risk in grain trading: Inventories as real options for shipping grain
Agribusiness, EarlyView.Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
wiley +1 more source