Results 241 to 250 of about 4,569,395 (350)
The Canadian Journal of Chemical Engineering, EarlyView.Abstract Advancements in biofuel production technologies are essential for reducing global dependence on fossil fuels and addressing their overexploitation. Many valuable components of biomass, such as cellulose, hemicellulose, and lignin, remain underused in traditional biorefineries, which typically rely on a single feedstock to produce a primary ...
Marcos Paulo Patta Granado +5 more
wiley +1 more source
An adapted Black Widow Optimization Algorithm for Financial Portfolio Optimization Problem with cardinalty and budget constraints. [PDF]
Sci RepKhodier R, Radi A, Ayman B, Gheith M.
europepmc +1 more source
Risk-Based Optimization of Renewable Energy Investment Portfolios: A Multi-Stage Stochastic Approach to Address Uncertainty [PDF]
Olufemi Ogunniran +6 more
openalex +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
The impact of estimation error in portfolio optimization
, 2019 Arthur Guilbert
openalex +1 more source
Exploring the Application of Factor Analysis in Portfolio Optimization [PDF]
Qingyang Li +3 more
openalex +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Improved Multifactor Portfolio Optimization Method through Empirical Research in South Korea
, 2022 Lee D.
europepmc +1 more source
Active portfolio management using robust optimization [PDF]
Illia Kovalenko +2 more
openalex +1 more source