Generating datasets for the project portfolio selection and scheduling problem. [PDF]
Data Brief, 2022 Harrison KR +5 more
europepmc +1 more source
The Markowitz model for portfolio selection
Management Letters/Cuadernos de Gestión, 2002 Since its first appearance, The Markowitz model for portfolio selection has been a basic theoretical reference, opening several new development options.
MARIAN ZUBIA ZUBIAURRE +2 more
doaj
Multi-period uncertain portfolio selection model with prospect utility function. [PDF]
PLoS One, 2022 Guo G, Xiao Y, Yao C.
europepmc +1 more source
A Single Period Multi Objective Mathematical Model for Portfolio
مدیریت تولید و عملیات, 2015 Optimal portfolio selection and how to invest in, is one of the key issues which is considered in the capital market and should be paid attention by investors.
mehdi abzari +3 more
doaj
An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction. [PDF]
Comput Intell Neurosci, 2022 Padhi DK +4 more
europepmc +1 more source
Robust optimization approaches for portfolio selection: a comparative analysis. [PDF]
Ann Oper Res, 2021 Georgantas A, Doumpos M, Zopounidis C.
europepmc +1 more source
RPS: Portfolio asset selection using graph based representation learning
Intelligent Systems with ApplicationsPortfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years.
MohammadAmin Fazli +3 more
doaj +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 ...
Nikolaos Loukeris +3 more
doaj +1 more source
A novel project portfolio selection framework towards organizational resilience: Robust Ordinal Priority Approach. [PDF]
Expert Syst Appl, 2022 Mahmoudi A, Abbasi M, Deng X.
europepmc +1 more source
Conformal Predictive Portfolio Selection
CoRRThis study examines portfolio selection using predictive models for portfolio returns. Portfolio selection is a fundamental task in finance, and a variety of methods have been developed to achieve this goal. For instance, the mean-variance approach constructs portfolios by balancing the trade-off between the mean and variance of asset returns, while ...
openaire +3 more sources