Results 91 to 100 of about 2,654,710 (200)

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.
core  

A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk. [PDF]

Soft comput, 2021
Deng X, Yuan Y.
europepmc   +1 more source

A New VaR Estimator and Its Application to Portfolio Selection

, 2012
[[abstract]]How to develop a method for measuring and managing the risk became an important issue. Value-at-Risk (VaR) has become the popular risk measure and been discussed a lot since it was adopted by the Basel Committee on Banking Supervision.
Hou, Ling-Chu, 侯怜竹
core  

A Modified Adaptive Sparse-Group LASSO Regularization for Optimal Portfolio Selection

IEEE Access
Mean-variance portfolio optimization is widely used by financial professionals as a fundamental strategy for constructing portfolios that achieve the highest returns for a given degree of risk tolerance.
Somaya Sadik, Mohamed Et-Tolba, Benayad Nsiri   +2 more
doaj   +1 more source

Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals. [PDF]

Financ Res Lett, 2021
Yoshino N, Taghizadeh-Hesary F, Otsuka M.   +2 more
europepmc   +1 more source

Portfolio structure and optimisation of momentum returns [PDF]

, 2010
This study analyses momentum returns in 54 countries covering 34 years. It is the first study where optimising programmes are applied to momentum returns and portfolio selection.
Gupta, Kartick
core  

Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach. [PDF]

Financ Mark Portf Mang, 2022
Bianchi F, Mercuri L, Rroji E.
europepmc   +1 more source

A New Adaptive Entropy Portfolio Selection Model. [PDF]

Entropy (Basel), 2020
Song R, Chan Y.
europepmc   +1 more source

Analysts' dividend forecasts, portfolio selection, and market risk premia [PDF]

The most relevant practical impediment to an application of the Markowitz portfolio selection approach is the problem of estimating return moments, in particular return expectations.
Gürtler, Marc, Breuer, Wolfgang, Feilke, Franziska   +2 more
core  

Hedging crash risk in optimal portfolio selection. [PDF]

J Bank Financ, 2020
Zhu S, Zhu W, Pei X, Cui X.
europepmc   +1 more source