A New Data-Driven Stock Selection Model Framework Using Portfolio Theory [PDF]
, 2023 Joyita Chakraborty, Shoubhik Chakraborty
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Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization
MathematicsThe portfolio selection problem has been a central focus in financial research. A complete portfolio selection process includes two stages: stock pre-selection and portfolio optimization.
Shiguo Huang +4 more
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An Integrated Multi-Objective Model for Project Portfolio Selection and Risk Response Actions Planning [PDF]
چشمانداز مدیریت صنعتی, 2019 Project portfolio selection and risk response selection are two issues that have been considered disjointedly by the researchers. In this study, an integrated mathematical model is presented for the above-mentioned problems.
Ghasem Mokhtari, Younes Hasanzadeh
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Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs
Mathematics, 2022 Online portfolio selection (OLPS) is a procedure for allocating portfolio assets using only past information to maximize an expected return. There have been successful mean reversion strategies that have achieved large excess returns on the traditional ...
Seung-Hyun Moon, Yourim Yoon
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Fuzzy Portfolio Optimization of Power Generation Assets
Energies, 2018 Fuzzy theory is proposed as an alternative to the probabilistic approach for assessing portfolios of power plants, in order to capture the complex reality of decision-making processes. This paper presents different fuzzy portfolio selection models, where
Barbara Glensk, Reinhard Madlener
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IEEE AccessThe optimal selections of supplier portfolios and supplier substitutes are important research contents of the supplier selection problem. However, most of the existing supplier selection methods are based on the efficiency of indicator capability of ...
Chao Wang +3 more
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Portfolio Selection Models [PDF]
, 2017 The main goal behind the concept of portfolio management is to combine various assets into portfolios and then to manage those portfolios so as to achieve the desired investment objectives. To be more specific, the investors' needs are mostly defined in terms of profit and risk, and the portfolio manager makes a sound decision aimed ether to maximize ...
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A credibilistic mean-semivariance-PER portfolio selection model for Latin America
Journal of Business Economics and Management, 2019 Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a portfolio analysing the trade-off ...
Fernando García +3 more
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Bond Portfolio Selection in the Cox-Ingersoll-Ross Framework by the Probabilistic Criterion [PDF]
, 2023 Vitaliy Sobol, Roman O. Torishniy
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Application of Value at Risk Model in Technological Investment Portfolio Management - A Case in Iranian Petroleum Industry [PDF]
بهبود مدیریت, 2011 Technology portfolio is a rather recent and popular approach in the literature of technology management. The problem of technology portfolio management is to find the appropriate distribution of capital & resources among a set of technologies, provides ...
Sayed Farhang Fasihi +2 more
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