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Portfolio selection using artificial intelligence [PDF]
, 2014 The application of artificial intelligence in finance is relatively new area of research. This project employed artificial neural networks (ANNs) that use both fundamental and technical inputs to predict future prices of widely held Australian stocks and
Ashwood, Andrew J.
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Distance Measures for Portfolio Selection [PDF]
, 2017 The classical Markowitz approach to the portfolio selection problem (PSP) consists of selecting the portfolio that minimises the return variance for a given level of expected return. By solving the problem for different values of this expected return we obtain the Pareto efficient frontier, which is composed of non-dominated portfolios.
Andria, Joseph +2 more
openaire +2 more sources
Agribusiness, EarlyView.ABSTRACT In emerging economies where smallholder farming dominates agricultural production, agribusinesses serve as critical intermediaries linking smallholders to broader markets, and their resilience directly affects agricultural sustainability. Short‐term‐oriented capital is reluctant to adequately finance highly uncertain and cyclical agricultural ...
Siyuan Lyu +5 more
wiley +1 more source
Portfolio selection models: comparative analysis and applications to the Brazilian stock market [PDF]
This paper presents a comparison of three portfolio selection models, Mean-Variance (MV), Mean Absolute Deviation (MAD), and Minimax, as applied to the Brazilian Stock Market (BOVESPA).
Farias, Christiano Alves +2 more
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Agribusiness, EarlyView.ABSTRACT This paper examines racial differences in farm succession planning using survey data from Tennessee farmers. While observed differences between White and Black farmers are small, decomposition and counterfactual analyses show that structural characteristics, particularly farm size, would predict higher succession planning among White farmers ...
Abdelaziz Lawani +2 more
wiley +1 more source
Archimedean Lever and Center-of-Mass Portfolios From Mechanical Equilibria to Portfolio Allocations
Review of Economic AnalysisThis paper develops an Archimedean mechanical reinterpretation of portfolio selection that operates within the classical mean variance and factor model frame- works.
Paris Vlachos +2 more
doaj
Fuzzy Portfolio Selection Using Stochastic Correlation. [PDF]
Comput Econ, 2023 Jo G, Kim H, Kim H, Ri G.
europepmc +1 more source
PORTFOLIO SELECTION: A HEURISTIC APPROACH*
The Journal of Finance, 1960 THE PROBLEM of selecting a portfolio can be divided into two components: (1) the analysis of individual securities and (2) the selection of a portfolio or group of securities based on the previous analysis. Up to now, the majority of writers have focused on the first part of the problem and have developed several, well-accepted methods of analysis.1 ...
Clarkson, Geoffrey P., Meltzer, Allan
openaire +2 more sources
Domestic and External Drivers of Brazilian Pork Price Volatility Under Russian Trade Policies
Agribusiness, EarlyView.ABSTRACT This study investigates how Russian trade policies and domestic factors influence the volatility of Brazilian live swine prices from 2004 to 2019. We employ a DCC‐MGARCH framework, along with volatility impulse‐response functions and the connectedness approach, to analyze time‐varying co‐movement and dynamic volatility spillovers across pork ...
Gabriel Rosero +2 more
wiley +1 more source
Stock Selection as a Problem in Phylogenetics—Evidence from the ASX
International Journal of Financial Studies, 2016 We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio selection methods, random selection, selection within industrial groups ...
Cheng Juan Zhan +2 more
doaj +1 more source