Results 121 to 130 of about 131,433 (278)
Quantum ReportsThe optimization of investment portfolios represents a pivotal task within the field of financial economics. Its objective is to identify asset combinations that meet specified criteria for return and risk.
Mirko Mattesi +6 more
doaj +1 more source
Journal of Personality, EarlyView.ABSTRACT Introduction Alexithymia refers to difficulties in experiencing and expressing emotions, differentiating them from bodily sensations, restricted imagination, and externally oriented thinking. Mood and affective symptoms are often confounded with alexithymia due to the typical assessment through self‐report.
Jiyeon Seo +4 more
wiley +1 more source
Stochastic Gradient Descent on a Portfolio Management Training Criterion Using the IPA Gradient Estimator [PDF]
In this paper, we set the basis for learning a multitype assets portfolio management technique relying on no assumptions over the distributions of the financial data. The neural network based model tries to capture patterns in the evolution of the market.
Christian Dorion, Yoshua Bengio
core
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
The optimal liquidity principle with restricted borrowing [PDF]
A model is presented to characterise the (optimal) demand for cash balances in deregulated markets. After the model of James Tobin, 1958, net balances are determined in order to maximise the expected return of a certain portfolio combining risk and ...
Mierzejewski, Fernando
core +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
Plant Biotechnology Journal, EarlyView.ABSTRACT A key challenge for the genetic improvement of canola (Brassica napus), one of the world's most important oilseeds, is the limited natural variation for commercially important traits. The creation of new variation is hindered by the lack of functional knowledge about genes controlling these traits.
Morgan W. Kirzinger +30 more
wiley +1 more source
JIET (Jurnal Ilmu Ekonomi Terapan)Before purchasing shares on the stock exchange, potential investors and investors need to measure the performance of the stock portfolio of companies listed on the stock exchange to identify the level of return to be received and whether the level of ...
Asiska Nur Abidah +3 more
doaj +1 more source
Pythagorean theorem of Sharpe ratio
, 2017 In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the distribution of the hyperparameters of the mean and variance of the return rate of each asset are not limited to a ...
openaire +2 more sources
An acoustic study on monophthongs in Central Australian Aboriginal English
World Englishes, EarlyView.Abstract We present an acoustic analysis of monophthongal vowel production in Central Australian Aboriginal English (CAAE), providing one of the first systematic examinations of this variety spoken by English‐as‐a‐first‐language (L1) speakers in Mparntwe/Alice Springs, Australia.
Yizhou Wang +4 more
wiley +1 more source