Results 71 to 80 of about 7,461,083 (331)
On the Diversity Constraints for Portfolio Optimization [PDF]
Entropy, 2013 In the literature, Markowitz’s mean-variance model and its variants have been shown to yield portfolios that put excessive weights on only a few assets. Many diversity constraints were proposed and added to these models to avoid such overly concentrated portfolios.
openaire +1 more source
Reinforcement learning for deep portfolio optimization
Electronic Research ArchivePortfolio optimization is an important financial task that has received widespread attention in the field of artificial intelligence. In this paper, a novel deep portfolio optimization (DPO) framework was proposed, combining deep learning and ...
Ruyu Yan, Jiafei Jin, Kun Han
semanticscholar +1 more source
Advanced Materials, EarlyView.This review highlights the role of self‐assembled monolayers (SAMs) in perovskite solar cells, covering molecular engineering, multifunctional interface regulation, machine learning (ML) accelerated discovery, advanced device architectures, and pathways toward scalable fabrication and commercialization for high‐efficiency and stable single‐junction and
Asmat Ullah, Ying Luo, Stefaan De Wolf
wiley +1 more source
Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning
IEEE Access, 2023 The traditional portfolio theory has relied heavily on historical asset returns while ignoring future information. Based on ensemble learning and maximum Sharpe ratio portfolio theory, this paper proposes a two-stage portfolio optimization method by ...
Zhongbao Zhou +3 more
doaj +1 more source
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
semanticscholar +1 more source
Portfolio selection models: A review and new directions [PDF]
, 2009 Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Mitra, G, Roman, D
core +1 more source
Phase Engineering of Nanomaterials (PEN): Evolution, Current Challenges, and Future Opportunities
Advanced Materials, EarlyView.This review summarizes the synthesis, phase transition, advanced characterization spanning ex situ to in situ and operando techniques, and diverse applications of phase engineering of nanomaterials (PEN). It further outlines key challenges and future opportunities, such as phase stability, architecture control, and artificial intelligence (AI)‐driven ...
Ye Chen +7 more
wiley +1 more source
Entropic Data Envelopment Analysis: A Diversification Approach for Portfolio Optimization
Entropy, 2017 Recently, different methods have been proposed for portfolio optimization and decision making on investment issues. This article aims to present a new method for portfolio formation based on Data Envelopment Analysis (DEA) and Entropy function.
Paulo Rotela Junior +5 more
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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
semanticscholar +1 more source
Advanced Materials Technologies, EarlyView.This review summarizes moisture‐adaptive strategies that enable triboelectric nanogenerators (TENGs) to operate across diverse moisture conditions. It examines moisture‐management methods, including exclusion, directional transport, removal, and utilization, with charge‐regulation approaches based on interfacial, dielectric, and structural engineering.
Junzhe Gan +4 more
wiley +1 more source