Results 31 to 40 of about 4,569,395 (350)
Benchmarking Quantum Annealing Controls with Portfolio Optimization [PDF]
Physical Review Applied, 2020 Quantum annealing offers a novel approach to finding the optimal solutions for a variety of computational problems, where the quantum annealing controls influence the observed performance and error mechanisms by tuning the underlying quantum dynamics ...
E. Grant, T. Humble, B. Stump
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Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks [PDF]
Physical Review Research, 2020 In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible constraints ...
Samuel Mugel +6 more
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International Journal of Financial Studies, 2022 Portfolio optimization is an activity for balancing return and risk. In this paper, we used mean-variance (M-V) portfolio models with buy-in threshold and cardinality constraints.
Werry Febrianti +2 more
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Optimal characteristic portfolios
Quantitative Finance, 2020 Characteristic-sorted portfolios are the workhorses of modern empirical finance, deployed widely to evaluate anomalies and construct asset pricing models. We propose a new method for their estimation that is simple to compute, makes no ex-ante assumption on the nature of the relationship between the characteristic and returns, and does not require ad ...
Richard J. McGee, Jose Olmo
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IEEE Access, 2021 Since optimal portfolio strategy depends heavily on the distribution of uncertain returns, this article proposes a new method for the portfolio optimization problem with respect to distribution uncertainty.
Ningning Du, Yankui Liu, Ying Liu
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Stock Portfolio Optimization Using a Deep Learning LSTM Model [PDF]
2021 IEEE Mysore Sub Section International Conference (MysuruCon), 2021 Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult task.
Jaydip Sen, Abhishek Dutta, Sidra Mehtab
semanticscholar +1 more source
ASTIN Bulletin, 2000 AbstractBased on the profit and loss account of an insurance company we derive a probabilistic model for the financial result of the company, thereby both assets and liabilities are marked to market. We thus focus on the economic value of the company.We first analyse the underwriting risk of the company. The maximization of the risk return ratio of the
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Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2020 The problem of constructing an optimal securities portfolio under uncertainty is considered along with the direct and dual problems of fuzzy portfolio optimization. The modified fuzzy portfolio optimization problem is also suggested under a constraint on
Helen Zaychenko, Yuriy Zaychenko
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Optimization of Non-Profit Projects’ Portfolio: Chosen Aspects and Assumptions [PDF]
Biuletyn Wojskowej Akademii Technicznej, 2014 The chosen aspects and assumptions of the author’s proposal of the optimization model of the non-profit projects’ portfolio are presented. The functional model of the non-profit sector (third sector), which is the base for the further analyses, is also ...
Jacek Woźniak
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Large-Scale Portfolio Optimization Using Biogeography-Based Optimization
International Journal of Financial Studies, 2023 Portfolio optimization is a mathematical formulation whose objective is to maximize returns while minimizing risks. A great deal of improvement in portfolio optimization models has been made, including the addition of practical constraints. As the number
Wendy Wijaya, Kuntjoro Adji Sidarto
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