Results 81 to 90 of about 2,761,486 (133)

Portfolio Formation Decisions and Optimal Allocation in Cryptocurrency Investments Considering Both Risk and Return [PDF]

Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī
In today’s world, investment in the cryptocurrency market is regarded as one of the most attractive yet high-risk opportunities. Given the rapid growth of this market and its impact on the global economy, examining the importance and challenges ...
Iman Ebrahimi, Hadi Mokhtari, Mohammad Taghi Rezvan   +2 more
doaj   +1 more source

The Role of Sex in the Assessment of Return and Downside Risk in Decumulation Financial Planning

Risks
This paper aims to assess the return and downside risk of a decumulation portfolio established at the retirement age of a senior, with a determined lifetime horizon differentiated by the sex of the citizen.
Amaia Jone Betzuen Álvarez, Amancio Betzuen Zalbidegoitia   +1 more
doaj   +1 more source

Performances of Mutual Funds in Indonesia (in the Type of Equity, Asset Allocation, and Debt) Using Treynor Ratio, Sharpe Ratio, Information Ratio, Jensen Index and Sortino Ratio in 2006-2011 Period [PDF]

, 2013
This research is conducted to calculate and analyze the performance of mutual fund in Indonesia in several types that has a significant development during 2006-2011 (equity mutual fund, asset allocation fund, and debt mutual fund).
INNU AL KAUTSAR
core  

A novel portfolio construction strategy based on the core- periphery profile of stocks

Scientific Reports
This paper highlights the significance of mesoscale structures, particularly the core-periphery structure, in financial networks for portfolio optimization.
Imran Ansari, Charu Sharma, Akshay Agrawal, Niteesh Sahni   +3 more
doaj   +1 more source

Risk-adjusted return on IPOs on Aktietorget : A comparison of the Sharpe and Sortino ratio

, 2017
Bakgrund: De senaste åren har en stark underprissättningstrend observerats i det ökande antalet börsnoteringar, vilket har skapat ett starkt investerarintresse.
Fredriksen, Petter, Lundberg, Madeleine
core   +2 more sources

Machine Learning Framework for Algorithmic Trading

Computer Sciences & Mathematics Forum
Present financial markets are characterized by great volatility and nonlinear dynamics since they are driven by both quantitative forces and qualitative mood. Traditional trading practices cannot capture such nuance.
Krishnamurthy Nayak, Supreetha Balavalikar Shivaram, Sumukha K. Nayak   +2 more
doaj   +1 more source

Investment portfolio optimization with supervised learning and attention mechanism

Egyptian Informatics Journal
Portfolio optimization is a process that involves distribution of capital with the purpose of maximizing returns and at the same time minimizing risks.
Zetao Yan
doaj   +1 more source

IDX30 Portfolio Construction using K-Means Clustering with MAD Risk Optimization and Sortino Ratio Evaluation

<span id="docs-internal-guid-92829949-7fff-0b8a-2901-32424f0e00c2"><span>A stock portfolio plays an important role in managing risk and achieving optimal returns in volatile markets. This study proposes an integrated framework that combines K-
Wirda Andani, Rifki Pebriyandi, Hendra Perdana, Evy Sulistianingsih, Shantika Martha   +4 more
core   +1 more source

Development of a practical model for selection of stable tooling system configurations in internal turning

, 2012
When machining high precision mechanical parts, self excited chatter vibrations must be absolutely avoided since they cause unacceptable surface finish and dimensional errors.
SORTINO, Marco, PROSPERI, Francesca, TOTIS, Giovanni   +2 more
core   +1 more source

Cryptocurrency Price Prediction Using Sliding Empirical Mode Decomposition with Economic Variables: A Machine Learning Approach

Fractal and Fractional
The cryptocurrency market has attracted significant attention from global investors, with Cardano (ADA) ranking among the top cryptocurrencies by market capitalization.
Wenhao Zhang, Zhenpeng Tang, Xiaowen Zhuang, Yi Cai, Baihua Dong   +4 more
doaj   +1 more source