Results 41 to 50 of about 4,935,448 (269)
Formation of the optimal portfolio of insurer’s services of the voluntary types of insurance [PDF]
Insurance Markets and Companies, 2016 The article studies the possibility of using optimization modelling to form the optimal structure of insurance services’ portfolio of insurance companies.
Valentyna Levchenko, Myroslav Ostapenko
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Machine Learning with Applications, 2023 We present a framework for modeling asset and portfolio dynamics, incorporating this information into portfolio optimization. We define drivers for asset and portfolio dynamics and their optimal selection. For this framework, we introduce the Commonality
Alejandro Rodriguez Dominguez
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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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Robustness-based portfolio optimization under epistemic uncertainty
Journal of Industrial Engineering International, 2018 In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data ...
Md. Asadujjaman, Kais Zaman
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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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Method for solving the multi-criteria non-Markov problem of project portfolio optimization
Радіоелектронні і комп'ютерні системи, 2022 The subject of the study in this paper is models and methods of optimization of the organization's project portfolio for the planning period, considering the effects of the previously made decisions.
Igor Kononenko, Anhelina Korchakova
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Copula-based Black-Litterman portfolio optimization
European Journal of Operational Research, 2021 We extend the Black-Litterman (BL) approach to incorporate tail dependency in portfolio optimization and estimate the posterior joint distribution of returns using vine copulas.
Maziar Sahamkhadam +2 more
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Portfolio Optimization Efficiency Test Considering Data Snooping Bias
Business Systems Research, 2020 Background: In the portfolio optimization area, most of the research is focused on insample portfolio optimization. One may ask a rational question of what the efficiency of the portfolio optimization strategy is and how to measure it.
Kresta Aleš, Wang Anlan
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Cogent Economics & Finance, 2023 This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange (DSE).
Kinda Dooba, Sulaiman Mouselli
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An overview of portfolio optimization using fuzzy data envelopment analysis models [PDF]
Journal of Fuzzy Extension and Applications, 2020 A combination of projects, assets, programs, and other components put together in a set is called a portfolio. Arranging these components helps to facilitate the efficient management of the set and subsequently leads to achieving the strategic goals ...
Mehrdad Rasoulzadeh, Mohammad Fallah
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