Portfolio optimization for industrial cluster defossilization in the Port of Rotterdam. [PDF]
Moradvandi A, Ramírez AR.
europepmc +1 more source
Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms. [PDF]
Zhang X, Zhong C, Abualigah L.
europepmc +1 more source
ABSTRACT Implementing digital technologies is touted as the next big step for the firms aiming to improve sustainability in their supply chains. These technologies are often credited with the potential to improve transparency and achieve sustainability.
Amna Farrukh, Aqeel Ahmed, Sadaat Yawar
wiley +1 more source
Robust One Period Option Modelling
AMS classifications: 90C15; 90C20; 90C90; 49M29;return on investment;option pricing models;optimization;portfolio ...
Sturm, J.F., Lutgens, F.
core
Entropy-Based Portfolio Optimization in Cryptocurrency Markets: A Unified Maximum Entropy Framework. [PDF]
Dedu S, Șerban F.
europepmc +1 more source
From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization. [PDF]
Song Z +6 more
europepmc +1 more source
ABSTRACT This paper examines the relationship between industrial robotics adoption and ecological capacity, measured by biocapacity, using panel data from 50 countries over the period 2000–2024. We investigate the transmission mechanisms, non‐linearities, spatial spillovers, and heterogeneity characterizing this relationship.
Brahim Bergougui +1 more
wiley +1 more source
Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function [PDF]
The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely.
Kristiaan Kerstens +2 more
core
Multiclass portfolio optimization via variational quantum Eigensolver with Dicke state ansatz. [PDF]
Scursulim JVS +3 more
europepmc +1 more source
BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model. [PDF]
Colasanto F +3 more
europepmc +1 more source

