Results 21 to 30 of about 4,569,395 (350)
Portfolio optimization with digitized counterdiabatic quantum algorithms [PDF]
Physical Review Research, 2021 We consider digitized-counterdiabatic quantum computing as an advanced paradigm to approach quantum advantage for industrial applications in the NISQ era.
N. N. Hegade +5 more
semanticscholar +1 more source
Possibility theory for multiobjective fuzzy random portfolio optimization [PDF]
Decision Science Letters, 2014 The problem of portfolio optimization is a standard problem in financial world and it has received tremendous attentions. Portfolio optimization plays essential role in determining portfolio strategies for investors.
Mir Ehsan Hesam Sadati +2 more
doaj +1 more source
Procedia Economics and Finance, 2015 The problem of investing money is common to citizens, families and companies. In this chapter, we introduce the decision framework of the portfolio selection problem in general terms. We describe the basic concepts of financial assets, capital to invest, performance (rate of return) and risk (measure of dispersion) possibly with the use of examples ...
Mansini R., Ogryczak W., Speranza M. G.
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Portfolio optimization in the era of digital financialization using cryptocurrencies. [PDF]
Technol Forecast Soc Change, 2020 Ma Y, Ahmad F, Liu M, Wang Z.
europepmc +2 more sources
International Journal of Financial Studies, 2022 With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation
Apichat Chaweewanchon, Rujira Chaysiri
semanticscholar +1 more source
Dynamic portfolio optimization with inverse covariance clustering [PDF]
Expert systems with applications, 2021 Market conditions change continuously. However, in portfolio's investment strategies, it is hard to account for this intrinsic non-stationarity. In this paper, we propose to address this issue by using the Inverse Covariance Clustering (ICC) method to ...
Yuanrong Wang, T. Aste
semanticscholar +1 more source
Project Portfolio Optimization with Considering Interaction between Projects Using Imperialist Competitive Algorithm (ICA) [PDF]
مدیریت صنعتی, 2013 Due to Project evaluation complexity and resource constraints, the project portfolio optimization is numerous decision making challenges. Hence, many researches have been done to introduce model and methods for portfolio optimization.
Pourkazemi Pourkazemi +3 more
doaj +1 more source
Strategic Portfolio Optimization Using Simulated, Digital, and Quantum Annealing
Applied Sciences, 2022 In this work, we introduce a new workflow to solve portfolio optimization problems on annealing platforms. We combine a classical preprocessing step with a modified unconstrained binary optimization (QUBO) model and evaluate it using simulated annealing (
Jonas Lang +2 more
semanticscholar +1 more source
Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO [PDF]
تحقیقات مالی, 2014 Despite the growing use of evolutionary multi-objective optimization algorithms in different categories of science, these algorithms as a powerful tool in portfolio optimization and specially solving multi-objective portfolio optimization problem is ...
Mahsa Rajabi, Hamid Khaloozadeh
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Journal of Finance and Data Science, 2023 This paper introduces the minCluster portfolio, which is a portfolio optimization method combining the optimization of downside risk measures, hierarchical clustering and cellwise robustness.
Emmanuel Jordy Menvouta +2 more
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