Results 51 to 60 of about 4,935,448 (269)
Portfolio optimization based on self-organizing maps clustering and genetics algorithm
IJAIN (International Journal of Advances in Intelligent Informatics), 2022 In this modern era, gaining additional income is necessary to fulfill daily needs since inflation is unavoidable. Investing in stocks can give passive income to help people deal with the increasing prices of necessities.
Fajri Farid, Dedi Rosadi
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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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PyPortfolioOpt: portfolio optimization in Python
Journal of Open Source Software, 2021 Portfolio construction is a critically important aspect of investment management. Even after an investor selects a set of assets or return streams to invest in, it is a nontrivial task to decide how much should be allocated to each.
R. A. Martin
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Real-Time Portfolio Management System Utilizing Machine Learning Techniques
IEEE Access, 2023 There are 1641 companies listed on the National Stock Exchange of India. It is undoubtedly infeasible for a retail investor to invest in all the stocks.
Prakash K. Aithal +4 more
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Optimization of investment portfolio management [PDF]
Serbian Journal of Management, 2019 The task of creating an investment portfolio by a financial institution is considered. Funds for creating a portfolio are taken from two sources: enterprise's equity funds and borrowed funds. Optimization of the created portfolio is performed.
Viktor Oliinyk, Olga Kozmenko
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Portfolio optimization with behavioural preferences and investor memory
European Journal of Operational Research, 2021 In this paper, we investigate the performance of behavioural portfolio strategies. We incorporate the short-term and long-term memory of the investor, thus recasting the behavioural portfolio choice process in a dynamic setting.
Richard D. F. Harris, Murat Mazibas
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Portfolio Optimization Using Minimum Spanning Tree Model in the Moroccan Stock Exchange Market
International Journal of Financial Studies, 2023 Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation.
Younes Berouaga +2 more
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Portfolio optimization for sustainable investments
Annals of Operations ResearchIn mean-variance portfolio optimization, multi-index models often accelerate computation, reduce input requirements, facilitate understanding, and allow easy adjustment to changing conditions more effectively than full covariance matrix estimation in ...
Armin Varmaz +2 more
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Credit portfolio optimization: A multi-objective genetic algorithm approach
, 2021 The algorithm for optimization of a credit portfolio has not been fully demonstrated. This paper fills the gap in the literature by presenting a general approach for optimizing a credit portfolio by minimizing the default risk of the entire portfolio ...
Zhi Wang +3 more
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BRIDGING TRADITION AND INNOVATION: A LITERATURE REVIEW ON PORTFOLIO OPTIMIZATION
Annals of the University of Oradea: Economic SciencePortfolio optimization plays a crucial role in investment decision-making by balancing risk and return objectives. With the aim of improving portfolio performance, while enhancing risk management, this literature review explores traditional and ...
Ștefan RUSU, Marcel BOLOȘ
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