Results 41 to 50 of about 4,569,395 (350)
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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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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Applied Sciences, 2020 In quantitative trading, stock prediction plays an important role in developing an effective trading strategy to achieve a substantial return. Prediction outcomes also are the prerequisites for active portfolio construction and optimization. However, the
Van-Dai Ta +2 more
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Algorithm Portfolios for Noisy Optimization [PDF]
, 2015 Noisy optimization is the optimization of objective functions corrupted by noise. A portfolio of solvers is a set of solvers equipped with an algorithm selection tool for distributing the computational power among them.
Baptiste, Rozière +3 more
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A bibliometric analysis and visualization of the scientific publications on multi-period portfolio optimization: From the current status to future directions [PDF]
AccountingPortfolio optimization is a widely recognized strategy for investing that involves selecting a combination of assets that offers the optimal balance between potential gains and volatility.
Arman Khosravi +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 under a minimax rule revisited
Optimization, 2021 In this paper, we revisit the bi-criteria portfolio optimization model where the short selling is permitted, and a trade-off is sought between the expected return rate of a portfolio and the maximum of the uncertainty measured by a general deviation ...
K. Meng +3 more
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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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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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