Results 81 to 90 of about 4,569,395 (350)
Portfolio Optimization by Using the Symbiotic Organisms Search [PDF]
تحقیقات مالی, 2016 The portfolio optimization has become one of the most important issues for the companies operating in the capital market. When the real-world conditions and restrictions, including cardinality constraint are considered in portfolio optimization, the ...
Emran Mohammadi +2 more
doaj +1 more source
Foster–Hart optimal portfolios [PDF]
Journal of Banking & Finance, 2016 We reinvestigate the classic portfolio optimization problem where the notion of portfolio risk is captured by the “Foster-Hart risk” — a new, bankruptcy-proof, reserve based measure of risk, extremely sensitive to left tail events (Foster and Hart, 2009).
Anand, Abhinav +3 more
openaire +3 more sources
Relative Robust Portfolio Optimization [PDF]
, 2013 Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function.
Hauser, Raphael +2 more
core +1 more source
Advanced Electronic Materials, EarlyView.Degradable soft robots are gaining attention for applications in various fields such as exploration, healthcare, and security. The integration of transient electronics is essential to enhance their intelligent task‐performing capabilities. This review offers insights into the advancement of soft electronic–robotic systems by providing an overview of ...
Kyung‐Sub Kim +3 more
wiley +1 more source
Optimization of Financial Asset Neutrosophic Portfolios [PDF]
, 2021 Marcel-Ioan Boloș +2 more
openalex +1 more source
Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)
MathematicsA novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of accounting and financial data, excluding hoax and noise, to select the optimal portfolio.
Nikolaos Loukeris +3 more
openaire +2 more sources
Reverse quantum annealing approach to portfolio optimization problems [PDF]
Quantum Machine Intelligence, 2018 We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate parametrized samples of ...
D. Venturelli, A. Kondratyev
semanticscholar +1 more source
Convex Duality in Constrained Portfolio Optimization [PDF]
, 1992 We study the stochastic control problem of maximizing expected utility from terminal wealth and/or consumption, when the portfolio is constrained to take values in a given closed, convex subset of R^d.
Cvitanić, Jakša, Karatzas, Ioannis
core +1 more source
Intrinsic Mechanical Parameters and their Characterization in Solid‐State Lithium Batteries
Advanced Energy Materials, Volume 15, Issue 11, March 18, 2025.This review focuses on the intrinsic mechanical parameters and their associated characterization in solid‐state batteries. The physical significance of mechanics parameters is introduced with exhaustive classifications by elastic, plastic deformations and fracture in bulk, adhesion, friction at interfaces, and mechanical fatigue in cells ...
Shuai Hao +5 more
wiley +1 more source
Advanced Energy Materials, EarlyView.Herein is reviewed the current state of research on transition metal sulfides and selenides (TMSs/TMSes) used as cathode materials for rechargeable aluminum batteries (RABs). The three types of charge storage mechanisms encountered in these materials, as well as contradictions found in the literature, and future research pathways are discussed ...
Fiona Simpson +3 more
wiley +1 more source