Bio-inspired Machine Learning for Distributed Confidential Multi-Portfolio Selection Problem [PDF]
Biomimetics, 2022 The recently emerging multi-portfolio selection problem lacks a proper framework to ensure that client privacy and database secrecy remain intact. Since privacy is of major concern these days, in this paper, we propose a variant of Beetle Antennae Search
Ameer Tamoor Khan +3 more
doaj +3 more sources
Robust optimization approaches for portfolio selection: a comparative analysis. [PDF]
Ann Oper Res, 2021 Robust optimization (RO) models have attracted a lot of interest in the area of portfolio selection. RO extends the framework of traditional portfolio optimization models, incorporating uncertainty through a formal and analytical approach into the ...
Georgantas A, Doumpos M, Zopounidis C.
europepmc +2 more sources
A novel project portfolio selection framework towards organizational resilience: Robust Ordinal Priority Approach. [PDF]
Expert Syst Appl, 2022 The COVID-19 pandemic has affected the world's economic condition significantly, and construction projects have faced many challenges and disruptions as well.
Mahmoudi A, Abbasi M, Deng X.
europepmc +2 more sources
Originating multiple-objective portfolio selection by counter-COVID measures and analytically instigating robust optimization by mean-parameterized nondominated paths [PDF]
Operations Research Perspectives, 2022 The COVID-19 pandemic is unleashing crises of humanity, economy, and finance. Portfolio selection is widely recognized as the foundation of modern financial economics.
Yue Qi +3 more
doaj +2 more sources
Leveraging enhanced egret swarm optimization algorithm and artificial intelligence-driven prompt strategies for portfolio selection. [PDF]
Sci RepIn the financial field, constructing efficient investment portfolios is a focal point of research, encompassing asset selection and optimization of asset allocation.
Huang Z, Zhang Z, Hua C, Liao B, Li S.
europepmc +2 more sources
Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals. [PDF]
Financ Res Lett, 2021 The Covid-19 pandemic and global economic recession has shrunk global energy demand and collapsed fossil fuel prices. Therefore, renewable energy projects are losing their competitiveness. This endangers the achievement of several Sustainable Development
Yoshino N +2 more
europepmc +2 more sources
Option Portfolio Selection with Generalized Entropic Portfolio Optimization [PDF]
Entropy, 2020 In this third and final paper of our series on the topic of portfolio optimization, we introduce a further generalized portfolio selection method called generalized entropic portfolio optimization (GEPO).
Peter Joseph Mercurio +2 more
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Online portfolio selection [PDF]
ACM Computing Surveys, 2014 Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining. This article aims to provide a comprehensive survey and a structural understanding of online portfolio selection ...
Steven Hoi
exaly +5 more sources
A Simple View on the Interval and Fuzzy Portfolio Selection Problems [PDF]
Entropy, 2020 In this paper, first we show that the variance used in the Markowitz’s mean-variance model for the portfolio selection with its numerous modifications often does not properly present the risk of portfolio.
Krzysztof Kaczmarek +2 more
doaj +2 more sources
Entrepreneurship and Sustainability Issues, 2022 Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively.
Fernando García +4 more
doaj +2 more sources