An analysis of machine learning risk factors and risk parity portfolio optimization.
Wu L +4 more
europepmc +1 more source
Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods. [PDF]
Mazraeh NB +3 more
europepmc +1 more source
ABSTRACT The critical role of small and medium‐sized enterprises (SMEs) in driving economic growth through employment generation and innovation cannot go unseen, especially the efforts of small firms in promoting sustainable entrepreneurship. With more market and consumer focus on sustainability and the shift toward eco‐friendly products, SMEs can ...
Nasser Hadi Alajmi
wiley +1 more source
Advanced investing with deep learning for risk-aligned portfolio optimization. [PDF]
Nguyen MD.
europepmc +1 more source
Portfolio Optimization Model for Gold and Bitcoin Based on Weighted Unidirectional Dual-Layer LSTM Model and SMA-Slope Strategy. [PDF]
Xue Q, Ling Y, Tian B.
europepmc +1 more source
ABSTRACT In response to growing global challenges, this study explores how social entrepreneurship within the Edible City movement contributes to building resilient, sustainable, and equitable urban food systems. Drawing on semistructured interviews with over 70 stakeholders across five cities—Berlin, Andernach, Oslo, Rotterdam, and Havana—we ...
Ina Säumel +6 more
wiley +1 more source
Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market. [PDF]
Amini M, Javadi S, Soleimani-Damaneh M.
europepmc +1 more source
Nudging ESG Investments via Digital Financial Advising: Evidence From an Investment Game Experiment
ABSTRACT The influence of financial advisors on retail investors' sustainable investment choices remains surprisingly underexplored, despite their potential to shape investment behavior. This study uses an experimental design to examine how sustainability‐related information provided by a digital (simulated) financial advisor affects individual demand ...
Caterina Lucarelli +2 more
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

