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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Decision-making in formation of mean-VaR optimal portfolio by selecting stocks using K-means and average linkage clustering [PDF]
Decision Science Letters, 2022 Stock is one of the investment assets that has its charm for investors. It is very liquid and has a high rate of return, but it has a high risk.
Ahmad Fawaid Ridwan +2 more
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Project Portfolio Selection with the Maximization of Net Present Value [PDF]
Journal of Optimization in Industrial Engineering, 2013 Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio.
Mostafa Nikkhah Nasab, Amir Abbas Najafi
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Prediction Intervals for Time Series and their Applications to Portfolio Selection
Revstat Statistical Journal, 2020 This study considers prediction intervals for time series and applies the results to portfolio selection. The dynamics of the high and low underlying returns are depicted by time series models, which lead to a prediction interval of future returns.
Shih-Feng Huang , Hsiang-Ling Hsu
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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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MathematicsNobel Laureate Markowitz originates portfolio selection as the birth of modern finance. Nobel Laureate Sharpe implements portfolio selection and originates capital asset pricing models.
Yue Qi, Jianing Huang, Yixuan Zhu
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Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]
مدیریت صنعتی, 2015 In traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. So decision maker cannot estimate them exactly.
Alireza Sharifisalim +3 more
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Technological and Economic Development of Economy, 2019 Project portfolio selection has been the focus of many scholars in the last two decades. The number of studies on the strategic process has significantly increased over the past decade.
Vahid Mohagheghi +3 more
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Project Portfolio Selection with Considering Interaction Between Projects using Particle Swarm Optimization (PSO) & Chaotic Dynamic [PDF]
چشمانداز مدیریت صنعتی, 2012 Given the complexity of the project implementation and resource constraints, the project portfolio selection is important for organization-s. Hence, many researchers have attempted to provide methods for portfolio selection and often obtained interesting
Hassan Farsijani +2 more
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A proposed selection process in Over-The-Top project portfolio management
Journal of Industrial Engineering and Management, 2018 Purpose: The purpose of this paper is to propose an Over-The-Top (OTT) initiative selection process for communication service providers (CSPs) entering an OTT business.
Jemy Vestius Confido +2 more
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