Optimizing Portfolio in the Evolutional Portfolio Optimization System (EPOS)
MathematicsA novel method of portfolio selection is provided with further higher moments, filtering with fundamentals in intelligent computing resources. The Evolutional Portfolio Optimization System (EPOS) evaluates unobtrusive relations from a vast amount of ...
Nikolaos Loukeris +3 more
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BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM [PDF]
, 2019 Carmine De Franco +2 more
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A novel project portfolio selection framework towards organizational resilience: Robust Ordinal Priority Approach. [PDF]
Expert Syst Appl, 2022 Mahmoudi A, Abbasi M, Deng X.
europepmc +1 more source
A Two-Phase Data Envelopment Analysis Model for Portfolio Selection [PDF]
, 2012 David C Lengacher, Craig Cammarata
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A Modified Adaptive Sparse-Group LASSO Regularization for Optimal Portfolio Selection
IEEE AccessMean-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 +2 more
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A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk. [PDF]
Soft comput, 2021 Deng X, Yuan Y.
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Roadmap Optimization: Multi-Annual Project Portfolio Selection Method [PDF]
, 2022 Ran Etgar, Yuval Cohen
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Investment Fund Portfolio Selection Strategy
Verslas: teorija ir praktika, 2007 The paper is based on the proceedings of the International Conference ‘Business and Management 2006’. The problems of investment fund portfolio selection are discussed further and deeper, though the problem solved differs by covered period, selected stocks, and the principles of stock selection.
openaire +4 more sources
SiteOpt: an open‐source R‐package for site selection and portfolio optimization [PDF]
, 2021 Payman Ghasemi Saghand +6 more
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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.
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