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Academic Journal

Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models.

Subjects: PORTFOLIO management (Investments); EXTREME value theory; SHARPE ratioASIA

  • Source: International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems. 2023 Supplement, Vol. 31, p289-306. 18p.

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Academic Journal

Graph neural networks for deep portfolio optimization.

Subjects: PORTFOLIO management (Investments); RISK-return relationships

  • Source: Neural Computing & Applications. Oct2023, Vol. 35 Issue 28, p20663-20674. 12p.

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Academic Journal

Aggregating exponential gradient expert advice for online portfolio selection under transaction costs.

Subjects: TRANSACTION costs; MACHINE learning; ADVICE

  • Source: Journal of the Operational Research Society. Aug2023, Vol. 74 Issue 8, p1940-1953. 14p.

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Academic Journal

Software-Vendor Diversification: A Source of Organizational Rigidity in Adversity?

Subjects: DIGITAL technology; GLOBAL Financial Crisis, 2008-2009; PORTFOLIO management (Investments)

  • Source: Journal of Management Information Systems. 2023, Vol. 40 Issue 2, p338-365. 28p. 6 Charts, 2 Graphs.

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Academic Journal

A novel prediction based portfolio optimization model using deep learning.

Subjects: DEEP learning; PORTFOLIO management (Investments); SHORT-term memory

  • Source: Computers & Industrial Engineering. Mar2023, Vol. 177, pN.PAG-N.PAG. 1p.

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Academic Journal

Performance evaluation of investment with DEA models under pure jump processes.

Subjects: JUMP processes; DATA envelopment analysis; LEVY processesTEHRAN (Iran)

  • Source: Concurrency & Computation: Practice & Experience. Feb2023, Vol. 35 Issue 3, p1-16. 16p.

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Academic Journal

Review of fuzzy investment research considering modelling environment and element fusion.

Subjects: PORTFOLIO management (Investments); NUMERICAL analysis; INVESTMENT policy

  • Source: International Journal of Systems Science. Jul2022, Vol. 53 Issue 9, p1958-1982. 25p.

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Academic Journal

A Scalable Algorithm for Sparse Portfolio Selection.

Subjects: PORTFOLIO management (Investments); FINANCIAL economics; EXPECTED returns

  • Source: INFORMS Journal on Computing. May/Jun2022, Vol. 34 Issue 3, p1489-1511. 23p.

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Academic Journal

Dynamic portfolio rebalancing through reinforcement learning.

Subjects: REINFORCEMENT learning; PORTFOLIO management (Investments); FINANCIAL management

  • Source: Neural Computing & Applications. May2022, Vol. 34 Issue 9, p7125-7139. 15p.

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Academic Journal

A Study on Portfolio Selection Based on Fuzzy Linear Programming.

Subjects: STANDARD & Poor's 500 Index; PORTFOLIO management (Investments); STOCK exchanges

  • Source: International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems. Apr2022, Vol. 30 Issue 2, p211-230. 20p.

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Academic Journal

LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve.

Subjects: PORTFOLIO management (Investments); STOCK exchanges; INFORMATION measurementTEHRAN (Iran)

  • Source: International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems. Apr2022, Vol. 30 Issue 2, p231-261. 31p.

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Academic Journal

Signal-to-noise matrix and model reduction in continuous-time hidden Markov models.

Subjects: HIDDEN Markov models; MARKOV processes; PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. Apr2022, Vol. 95 Issue 2, p327-359. 33p.

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Academic Journal

Hesitant fuzzy portfolio selection model with score and novel hesitant semi-variance.

Subjects: PORTFOLIO management (Investments); FUZZY sets; FINANCIAL markets

  • Source: Computers & Industrial Engineering. Feb2022, Vol. 164, pN.PAG-N.PAG. 1p.

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Academic Journal

Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation.

Subjects: PORTFOLIO management (Investments)

  • Source: Mathematical Methods of Operations Research. Feb2022, Vol. 95 Issue 1, p101-140. 40p.

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Academic Journal

Aumann–Serrano index of risk in portfolio optimization.

Subjects: PORTFOLIO management (Investments); STOCK exchanges; FINANCIAL crises

  • Source: Mathematical Methods of Operations Research. Oct2021, Vol. 94 Issue 2, p197-217. 21p.

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Periodical

Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization.

Subjects: PORTFOLIO management (Investments); PROBLEM solving; PARTICLE swarm optimization

  • Source: IEEE Transactions on Neural Networks & Learning Systems. Jul2021, Vol. 32 Issue 7, p2825-2836. 12p.

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Academic Journal

iQUANT: Interactive Quantitative Investment Using Sparse Regression Factors.

Subjects: PORTFOLIO management (Investments); STOCK exchanges; ABNORMAL returns

  • Source: Computer Graphics Forum. Jun2021, Vol. 40 Issue 3, p189-200. 12p. 2 Diagrams, 4 Graphs.

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Academic Journal

Relative utility bounds for empirically optimal portfolios.

Subjects: PORTFOLIO management (Investments); HOLDER spaces; STOCK prices

  • Source: Mathematical Methods of Operations Research. Jun2021, Vol. 93 Issue 3, p437-462. 26p.

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Academic Journal

Fuzzy multi-period portfolio selection model with time-varying loss aversion.

Subjects: PORTFOLIO management (Investments); LOSS aversion; PARTICLE swarm optimization

  • Source: Journal of the Operational Research Society. Apr2021, Vol. 72 Issue 4, p935-949. 15p.

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Academic Journal

An integrated efficiency evaluation of China stock market.

Subjects: STOCK exchanges; DATA envelopment analysis; ANALYTIC hierarchy processCHINA

  • Source: Journal of the Operational Research Society. Apr2021, Vol. 72 Issue 4, p950-969. 20p.

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Academic Journal

Sparse and robust portfolio selection via semi-definite relaxation.

Subjects: PORTFOLIO management (Investments); INVESTMENT management; RELAXATION methods (Mathematics)

  • Source: Journal of the Operational Research Society. May2020, Vol. 71 Issue 5, p687-699. 13p.

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Academic Journal

Portfolio Investment with Options Based on Uncertainty Theory.

Subjects: INVESTMENTS; OPTIONS (Finance); EXPECTED returns

  • Source: International Journal of Information Technology & Decision Making. May2019, Vol. 18 Issue 3, p929-952. 24p.

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Academic Journal

An Improved Quick Artificial Bee Colony Algorithm for Portfolio Selection.

Subjects: BEES algorithm; PORTFOLIO management (Investments); STOCKS (Finance)

  • Source: International Journal of Computational Intelligence & Applications. Mar2019, Vol. 18 Issue 1, pN.PAG-N.PAG. 14p.

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Academic Journal

Textual Sentiment of Chinese Microblog Toward the Stock Market.

Subjects: MICROBLOGS; STOCK exchanges; TEXT mining

  • Source: International Journal of Information Technology & Decision Making. Mar2019, Vol. 18 Issue 2, p649-671. 23p.

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