Results 51 to 60 of about 3,121,078 (347)
Decision-making in formation of mean-VaR optimal portfolio by selecting stocks using K-means and average linkage clustering [PDF]
Decision Science Letters, 2022 Stock is one of the investment assets that has its charm for investors. It is very liquid and has a high rate of return, but it has a high risk.
Ahmad Fawaid Ridwan +2 more
doaj +1 more source
Portfolio selection models: A review and new directions [PDF]
, 2009 Modern Portfolio Theory (MPT) is based upon the classical Markowitz model which uses variance as a risk measure. A generalization of this approach leads to mean-risk models, in which a return distribution is characterized by the expected value of return (
Mitra, G, Roman, D
core +1 more source
A proposed selection process in Over-The-Top project portfolio management
Journal of Industrial Engineering and Management, 2018 Purpose: The purpose of this paper is to propose an Over-The-Top (OTT) initiative selection process for communication service providers (CSPs) entering an OTT business.
Jemy Vestius Confido +2 more
doaj +1 more source
Deep reinforcement learning for portfolio selection
Global Finance JournalThis study proposes an advanced model-free deep reinforcement learning (DRL) framework to construct optimal portfolio strategies in dynamic, complex, and large-dimensional financial markets.
Yifu Jiang, Jose Olmo, Majed Atwi
semanticscholar +1 more source
Continuous‐time mean–variance portfolio selection: A reinforcement learning framework
Mathematical Finance, 2019 We approach the continuous‐time mean–variance portfolio selection with reinforcement learning (RL). The problem is to achieve the best trade‐off between exploration and exploitation, and is formulated as an entropy‐regularized, relaxed stochastic control
Haoran Wang, X. Zhou
semanticscholar +1 more source
Annals of Operations ResearchAbstract In 1952, Harry Markowitz formulated portfolio selection as a trade-off between expected, or mean, return and variance. This launched a massive research effort devoted to finding suitable inputs to mean-variance optimization. The estimation problem is high dimensional and a factor model is at the core of many attempts.
Alexander D. Shkolnik +4 more
openaire +1 more source
Portfolio Selection Using Combination of Logarithmic Fuzzy Preference Programming Method and PROMETHEE [PDF]
راهبرد مدیریت مالی, 2014 Over the last six decades, many methods have been proposed for investment portfolio selection by financial researchers. Portfolio selection model of Markowitz is based on only two criteria: risk and return.
Saeid Fallahpour +2 more
doaj +1 more source
Molecular Oncology, EarlyView.We have established a humanized orthotopic patient‐derived xenograft (Hu‐oPDX) mouse model of high‐grade serous ovarian cancer (HGSOC) that recapitulates human tumor–immune interactions. Using combined anti‐PD‐L1/anti‐CD73 immunotherapy, we demonstrate the model's improved biological relevance and enhanced translational value for preclinical ...
Luka Tandaric +10 more
wiley +1 more source
On the Stability of Portfolio Selection Models [PDF]
SSRN Electronic Journal, 2018 One of the main issues in portfolio selection models consists in assessing the effect of the estimation errors of the parameters required by the models on the quality of the selected portfolios. Several studies have been devoted to this topic for the minimum variance and for several other minimum risk models.
Francesco Cesarone +3 more
openaire +3 more sources
Molecular Oncology, EarlyView.BCL9 and BCL9L drive bladder cancer progression by enhancing β‐catenin signaling, promoting proliferation, migration, invasion, and organoid growth. Genetic depletion of BCL9(L) suppresses malignant phenotypes, while pharmacological disruption of the β‐catenin/BCL9(L) complex with ZW4864 inhibits canonical Wnt signaling and tumor‐associated cellular ...
Roland Kotolloshi +11 more
wiley +1 more source