Results 71 to 80 of about 451 (149)

Dynamic portfolios via triangulated maximally filtered graph networks: a centrality-driven multi-strategy approach

Cogent Business & Management
This paper develops an empirical approach to evaluate network-based portfolio strategies relative to traditional benchmarks in the Casablanca Stock Exchange.
Younes Berouaga, Mustapha Bouchekourte, Cherif El Msiyah, Jaouad Madkour   +3 more
doaj   +1 more source

Enhancing Portfolio Optimization: A Two-Stage Approach with Deep Learning and Portfolio Optimization

Mathematics
The 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, Linyu Cao, Ruili Sun, Tiefeng Ma, Shuangzhe Liu   +4 more
doaj   +1 more source

Dynamic Credit Decision-Making with Continuous Risk Preference: A Unified Framework of Entropy-Regularized HJB and Soft Actor-Critic

Mathematics
Traditional credit scoring treats lending as static classification and lacks the ability to adjust risk preferences dynamically. This paper develops a dynamic credit decision framework based on the entropy-regularized Hamilton–Jacobi–Bellman (ER-HJB ...
Lei Jin, Runchi Zhang
doaj   +1 more source

Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles

Agriculture
The prediction of agricultural commodity futures returns is crucial for understanding global economic trends, alleviating inflationary pressures, and optimizing investment portfolios.
Yiling Ye, Xiaowen Zhuang, Cai Yi, Dinggao Liu, Zhenpeng Tang   +4 more
doaj   +1 more source

Stochastic cost-effectiveness analysis on population benefits. [PDF]

Cost Eff Resour Alloc, 2023
Chen E.
europepmc   +1 more source

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents. [PDF]

Entropy (Basel)
Montañez Jacquez S, Clippinger JH, Moroney M.   +2 more
europepmc   +1 more source

Equity premium forecasting with reliability-screened forward-looking signals. [PDF]

PLoS One
Huh J, Jeon J, Jeong S.
europepmc   +1 more source

Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]

Front Artif Intell
Guede-Fernández F, Wagle Y, Dias P, Giordano AP, Henriques L, Costa G, Azevedo S.   +6 more
europepmc   +1 more source

Exploring Small-Diameter Melanomas: A Retrospective Study on Clinical and Dermoscopic Features. [PDF]

Life (Basel), 2023
Hunziker MFV, Abdalla BMZ, Brandão FV, Meneghello LP, Hunnicutt JMS, Di Giacomo THB, Abdalla CMZ, Sortino AMF.   +7 more
europepmc   +1 more source