Results 61 to 70 of about 7,461,083 (331)
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
semanticscholar +1 more source
An Algorithm for Portfolio Optimization Problem [PDF]
Informatica, 2005 Summary: Portfolio optimization is to find the stock portfolio minimizing the risk for a required return or maximizing the return for a given risk level. The seminal work in this field is the mean-variance model formulated as a quadratic programming problem.
Jong Soo Kim +2 more
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Practical Risk-adjusted Cryptocurrency Portfolio Optimization Framework [PDF]
المجلة العلمية لكلية التجارة . أسيوط, 2023 Cryptocurrencies represent a new type of digital asset class that does not fall into any of the existing definitions and classification categories of financial instruments.
Sasa Zikovic
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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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Deep deterministic portfolio optimization
The Journal of Finance and Data Science, 2020 Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading environments. The environments are chosen such that an optimal or close-to-optimal trading strategy is known.
Ayman Chaouki +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 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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Optimal trend-following portfolios
Journal of Investment Strategies, 2023 This paper derives an optimal portfolio that is based on trend-following signal. Building on an earlier related article, it provides a unifying theoretical setting to introduce an autocorrelation model with the covariance matrix of trends and risk premia. We specify practically relevant models for the covariance matrix of trends.
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Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
, 2014 In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 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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