Results 121 to 130 of about 451 (149)

Evaluating machine learning models for predictive accuracy in cryptocurrency price forecasting. [PDF]

PeerJ Comput Sci
Qureshi SM, Saeed A, Ahmad F, Khattak AR, Almotiri SH, Al Ghamdi MA, Shah Rukh M.   +6 more
europepmc   +1 more source

Optically addressable spin defects coupled to bound states in the continuum metasurfaces. [PDF]

Nat Commun
Sortino L, Gale A, Kühner L, Li C, Biechteler J, Wendisch FJ, Kianinia M, Ren H, Toth M, Maier SA, Aharonovich I, Tittl A.   +11 more
europepmc   +1 more source

Control of cortical slow oscillations and epileptiform discharges with photoswitchable type 1 muscarinic ligands. [PDF]

PNAS Nexus
Sanchez-Sanchez JM, Riefolo F, Barbero-Castillo A, Sortino R, Agnetta L, Manasanch A, Matera C, Bosch M, Forcella M, Decker M, Gorostiza P, Sanchez-Vives MV.   +11 more
europepmc   +1 more source

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The trading on the mutual funds by gene expression programming with Sortino ratio

Applied Soft Computing Journal, 2014
The aim of this paper is to combine several techniques together to provide one systematic method for guiding the investment in mutual funds. Many researches focus on the prediction of a single asset time series, or focus on portfolio management to diversify the investment risk, but they do not generate explicit trading rules.
Chang-Biau Yang, Yung-Hsing Peng
exaly   +2 more sources

Performance of Listed State-owned Enterprises using Sortino Ratio Optimization

Journal of Applied Sciences, 2011
Chun-Teck Lye
exaly   +2 more sources

Sortino Ratio Based Portfolio Optimization Considering EVs and Renewable Energy in Microgrid Power Market

IEEE Transactions on Sustainable Energy, 2017
Portfolio optimization in finance is the optimal allocation of financial assets in different stocks, mutual funds, bonds etc. to maximize the returns with risk tolerance. Sortino ratio is a measure for calculating risk adjusted return of investment portfolios.
Jai Govind Singh, Vivek Mohan
exaly   +2 more sources

Comparative Analysis of Sharpe and Sortino Ratio with reference to Top Ten Banking and Finance Sector Mutual Funds

International Journal of Management Studies, 2018
Syed Shahid Mazhar
exaly   +2 more sources

The Efficacy of the Sortino Ratio and Other Benchmarked Performance Measures Under Skewed Return Distributions

Australian Journal of Management, 2008
This paper will investigate the suitability of existing performance measures under the assumption of a clearly defined benchmark. A range of measures are examined including the Sortino Ratio, the Sharpe Selection ratio (SSR), the Student's t-test and a decay rate measure.
Chaudhry, Ashraf, Johnson, Helen
exaly   +2 more sources

Chinese Mutual Funds Performance using 4-factor Fama-French Model, Sortino and Sharpe Ratios

Advances in Economics, Management and Political Sciences, 2023
This paper examined the performance of the Chinese Mutual funds using the Sharpe ratio, Sortino ration and the 4-factor Fama and French model to assess the price of the mutual funds. A sample of 221 months was used (January 2003-July 2020). The results showed the MOM had the highest return with relatively lower volatility.
openaire   +1 more source

Sortino(γ): A Modified Sortino Ratio With Adjusted Threshold

Journal of Accounting and Finance
A portfolio’s Sortino ratio is strongly affected by the risk-free vs. risky assets mix, except for the case where the threshold, T is equal to the risk-free rate. Therefore, if T differs from the risk-free rate, the portfolio’s Sortino ratio could potentially be increased by merely changing the mix of the risk-free and the risky components.
Kroll, Yoram, Marchioni, Andrea, Ben-Horin, Moshe   +2 more
openaire   +2 more sources