Results 101 to 110 of about 423,008 (325)
Quantitative Finance and Economics, 2018 In this paper, portfolio selection problem is studied under Asymmetric Laplace Distribution(ALD) framework. Asymmetric Laplace distribution is able to capture tail-heaviness, skewness, andleptokurtosis observed in empirical financial data that cannot be ...
Yue Shi, Chi Tim Ng, Ka-Fai Cedric Yiu
doaj +1 more source
Sparse and risk diversification portfolio selection. [PDF]
Optim Lett, 2023 Li Q, Zhang W.
europepmc +1 more source
Comonotonic approximations for optimal portfolio selection problems. [PDF]
We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskless and m risky securities are traded continuously.
Dhaene, Jan +4 more
core
Advanced Intelligent Discovery, EarlyView.Capacitive, charge‐domain compute‐in‐memory (CIM) stores weights as capacitance,eliminating DC sneak paths and IR‐drop, yielding near‐zero standbypower. In this perspective, we present a device to systems level performance analysis of most promising architectures and predict apathway for upscaling capacitive CIM for sustainable edge computing ...
Kapil Bhardwaj +2 more
wiley +1 more source
Early portfolio pruning: a scalable approach to hybrid portfolio selection. [PDF]
Knowl Inf Syst, 2023 Gioia DG, Fior J, Cagliero L.
europepmc +1 more source
Local Search Techniques for Constrained Portfolio Selection Problems
, 2001 We consider the problem of selecting a portfolio of assets that provides the investor a suitable balance of expected return and risk. With respect to the seminal mean-variance model of Markowitz, we consider additional constraints on the cardinality of ...
Schaerf, Andrea
core +1 more source
Advanced Intelligent Discovery, EarlyView.Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova +4 more
wiley +1 more source
Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion. [PDF]
Comput Econ, 2022 Su K, Yao Y, Zheng C, Xie W.
europepmc +1 more source
Dryland Wheat variety selection in the Texas High Plain [PDF]
Selecting the best wheat varieties affects producers’ profit and financial risk. This study identifies the optimal wheat variety selection using the portfolio approach at various risk aversion levels.
Amosson, Stephen H. +4 more
core +1 more source
Roadmap on Artificial Intelligence‐Augmented Additive Manufacturing
Advanced Intelligent Systems, EarlyView.This Roadmap outlines the transformative role of artificial intelligence‐augmented additive manufacturing, highlighting advances in design, monitoring, and product development. By integrating tools such as generative design, computer vision, digital twins, and closed‐loop control, it presents pathways toward smart, scalable, and autonomous additive ...
Ali Zolfagharian +37 more
wiley +1 more source