Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
10 | Wenzhi Xi, Zhanfeng Li, Xinyuan Song, Hanwen Ning |
Online portfolio selection with predictive instantaneous risk assessment. |
Pattern Recognit. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xuemin Sherman Shen, Heinrich Stüttgen |
Growing our Technical Portfolio through Cooperation with Other IEEE Entities. |
IEEE Commun. Mag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xuemin Shen, Stefano Bregni |
Analyzing the ComSoc Conference Portfolio. |
IEEE Commun. Mag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Zhongbao Zhou, Zhengyang Song, Tiantian Ren, Lean Yu |
Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Zeng-Liang Bai, Ya-Ning Zhao, Zhigang Zhou, Wen-Qin Li, Yang-Yang Gao, Ying Tang, Long-Zheng Dai, Yi-You Dong |
Mercury: A Deep Reinforcement Learning-Based Investment Portfolio Strategy for Risk-Return Balance. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Andrew Papanicolaou, Hao Fu, Prashanth Krishnamurthy, Farshad Khorrami |
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Prakash K. Aithal, M. Geetha 0002, U. Dinesh Acharya, Basri Savitha, Parthiv Menon |
Real-Time Portfolio Management System Utilizing Machine Learning Techniques. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Priya Singh, Manoj Jha, Mohamed Sharaf 0001, Mohammed A. El-Meligy, Thippa Reddy Gadekallu |
Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Zi Xuan Loke, Say Leng Goh, Graham Kendall, Salwani Abdullah, Nasser R. Sabar |
Portfolio Optimization Problem: A Taxonomic Review of Solution Methodologies. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jinkyu Kim, Donghee Choi, Mogan Gim, Jaewoo Kang |
HADAPS: Hierarchical Adaptive Multi-Asset Portfolio Selection. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Binhong Li, Jiaxi Luo, Hongjie Xu |
A Portfolio Selection Strategy Based on the Peak Price Involving Randomness. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Elkin Doney Suárez-Gómez, Carlos Arturo Hoyos-Vallejo |
Scalable Agile Frameworks in Large Enterprise Project Portfolio Management. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Ryo Hidaka, Yohei Hamakawa, Jun Nakayama, Kosuke Tatsumura |
Correlation-Diversified Portfolio Construction by Finding Maximum Independent Set in Large-Scale Market Graph. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Usman Shafique, Umar Rashid, Fahim Gohar Awan, Haris Anwaar, Frederic Nzanywayingoma |
Diversification of Energy Resources for Electricity Generation in Pakistan via Portfolio Optimization. |
IEEE Access |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Alireza Goli, Erfan Babaee Tirkolaee |
Designing a portfolio-based closed-loop supply chain network for dairy products with a financial approach: Accelerated Benders decomposition algorithm. |
Comput. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xiaolei He, Weiguo Zhang |
Two-stage international portfolio models with higher moment risk measures. |
Comput. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Gabriel Lima Silva Queiroz, Fábio de Oliveira Paula, Jorge Miguel Ferreira da Silva |
The role of alliance portfolio diversity on firm innovation and performance: the case of Colombia. |
Technol. Anal. Strateg. Manag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Bao Quoc Ta, Nguyen H. Q. Khai |
Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models. |
Int. J. Uncertain. Fuzziness Knowl. Based Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Giulio Mattera, Raffaele Mattera |
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection. |
Intell. Syst. Appl. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jorge Noro, Luis C. Dias |
Project portfolio management considering the commitment of agents: A bi-objective model applied to administrative services. |
J. Oper. Res. Soc. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Siamak Kheybari, Alessio Ishizaka, Amirhossein Salamirad |
A new hybrid risk-averse best-worst method and portfolio optimization to select temporary hospital locations for Covid-19 patients. |
J. Oper. Res. Soc. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Yong Zhang 0038, Jiahao Li, Xingyu Yang, Hong Lin |
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs. |
J. Oper. Res. Soc. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Gerarda Fattoruso, Maria Barbati, Alessio Ishizaka, Massimo Squillante |
A hybrid AHPSort II and multi-objective portfolio selection method to support quality control in the automotive industry. |
J. Oper. Res. Soc. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Junhai Ma, Tiantong Xu |
Optimal strategy of investing in solar energy for meeting the renewable portfolio standard requirement in America. |
J. Oper. Res. Soc. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Anna Lyczkowska-Hanckowiak, Aleksandra Wójcicka-Wójtowicz |
On portfolio analysis using oriented fuzzy numbers for the trade-related sector of the Warsaw Stock Exchange. |
Oper. Res. Decis. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Siwei Xia, Yuehan Yang, Hu Yang 0001 |
High-dimensional sparse portfolio selection with nonnegative constraint. |
Appl. Math. Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li 0002, Xinwei Cao |
Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN. |
Appl. Math. Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Farnaz Hooshmand, Z. Anoushirvani, S. A. MirHassani |
Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Meriem Youssef, Bouthaina Ben Naoua, Fouad Ben Abdelaziz, Messaoud Chibane |
Portfolio selection: should investors include crypto-assets? A multiobjective approach. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Hooi Hooi Lean, Duc Khuong Nguyen, Ahmet Sensoy, Gazi Salah Uddin |
On the role of commodity futures in portfolio diversification. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Francisco Salas-Molina, David Plà-Santamaria, Maria Luisa Vercher-Ferrandiz, Ana Garcia-Bernabeu |
Geometric compromise programming: application in portfolio selection. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee |
An omega portfolio model with dynamic return thresholds. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Fengmin Xu, Xuepeng Li, Yu-Hong Dai, Meihua Wang |
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact. |
Int. Trans. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Qian Li, Wei Zhang |
Sparse and risk diversification portfolio selection. |
Optim. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Peter Westerveld, Erwin Fielt, Kevin C. Desouza, Guy G. Gable |
The business model portfolio as a strategic tool for value creation and business performance. |
J. Strateg. Inf. Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos |
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises. |
Comput. Geom. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Wenyu Zhang, Xiangming Li, Yunzhu Chen, Neng Ye, Xiao-Ping Zhang 0002 |
Effective Online Portfolio Selection for the Long-Short Market Using Mirror Gradient Descent. |
IEEE Signal Process. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Bo Li, Ranran Zhang, Yichen Sun |
Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity. |
Autom. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Chung-Han Hsieh |
On asymptotic log-optimal portfolio optimization. |
Autom. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Hyunmyung Kim, Kyuil Lee, Chang-Hyeon Joh, Jinhee Kim, Sangmi Moon, Changseok Lee, Seungwoon Lee, Jun Lee, HyungJoo Lim |
Spatial experience on tourism through MaaS (Mobility as a Service): Applying for a conjoint model of portfolio choice. |
Inf. Process. Manag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jiahao Li, Yong Zhang, Xingyu Yang, Liangwei Chen |
Online portfolio management via deep reinforcement learning with high-frequency data. |
Inf. Process. Manag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xiangfa Li, Bo Li 0050, Ting Jin, Peiyao Zheng |
Uncertain random portfolio optimization with non-dominated sorting genetic algorithm-II and optimal solution criterion. |
Artif. Intell. Rev. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Abhishek Gunjan, Siddhartha Bhattacharyya |
A brief review of portfolio optimization techniques. |
Artif. Intell. Rev. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Meriem Hemici, Djaafar Zouache |
A multi-population evolutionary algorithm for multi-objective constrained portfolio optimization problem. |
Artif. Intell. Rev. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xianping Wu, Weiping Wu, Yu Lin |
The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management. |
J. Syst. Sci. Complex. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Tian Chen, Ruyi Liu, Zhen Wu |
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon. |
J. Syst. Sci. Complex. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Yinnan Chen, Lingjuan Ye, Rui Li, Xinchao Zhao |
A Multi-Period Constrained Multi-Objective Evolutionary Algorithm with Orthogonal Learning for Solving the Complex Carbon Neutral Stock Portfolio Optimization Model. |
J. Syst. Sci. Complex. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Fangbo Li, Huiling Wu, Haixiang Yao |
Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan. |
J. Syst. Sci. Complex. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Laurens Deprez, Katrien Antonio, Joachim J. Arts, Robert N. Boute |
Data-driven preventive maintenance for a heterogeneous machine portfolio. |
Oper. Res. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Avinash Bhardwaj, Manjesh K. Hanawal, Purushottam Parthasarathy |
Almost exact risk budgeting with return forecasts for portfolio allocation. |
Oper. Res. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault |
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management. |
Oper. Res. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Eirini Kalaitzopoulou, Paul Matthews 0001, Stylianos Mystakidis, Athanasios Christopoulos |
Engagement with Optional Formative Feedback in a Portfolio-Based Digital Design Module. |
Inf. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Tahereh Khodamoradi, Maziar Salahi |
Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. |
Comput. Stat. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xinwei Cao, Shuai Li 0002 |
A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions. |
IEEE Trans. Syst. Man Cybern. Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Yidong Chen, Chen Li, Yonghong Hu, Zhonghua Lu |
A parallel non-convex approximation framework for risk parity portfolio design. |
Parallel Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Hao Wang 0075, Chi-Sing Leung, Andy Hau-Ping Chan, Anthony G. Constantinides, Wenming Cao 0001 |
Two analog neural models with the controllability on number of assets for sparse portfolio design. |
Neurocomputing |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Chi Seng Pun, Tianyu Wang, Zhenzhen Yan |
Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. |
Manuf. Serv. Oper. Manag. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Youngjin Seol, Seunghyun Lee, Cheol-Han Kim, Janghyeok Yoon, Jaewoong Choi |
Towards firm-specific technology opportunities: A rule-based machine learning approach to technology portfolio analysis. |
J. Informetrics |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Diego Hernández Bustos, Daniel Hernández-Hernández |
Portfolio management under drawdown constraint in discrete-time financial markets. |
J. Appl. Probab. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito |
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. |
Comput. Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso |
A bilevel approach to ESG multi-portfolio selection. |
Comput. Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Gianni Filograsso, Giacomo di Tollo |
Adaptive evolutionary algorithms for portfolio selection problems. |
Comput. Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Mahdi Ashrafzadeh, Hassan Mehtari Taheri, Mahmoud Gharehgozlou, Sarfaraz Hashemkhani Zolfani |
Clustering-based return prediction model for stock pre-selection in portfolio optimization using PSO-CNN+MVF. |
J. King Saud Univ. Comput. Inf. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | C. H. Chen, S. T. Hung, P. T. Chen, C. S. Wang, R. D. Chiang |
A memetic-based technical indicator portfolio and parameters optimization approach for finding trading signals to construct transaction robot in smart city era. |
Intell. Data Anal. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Chun-Hao Chen, Cheng-Yu Lu, Rui-Dong Chiang, Gautam Srivastava 0001, Jerry Chun-Wei Lin |
An evolutionary-based approach for optimising diverse group stock portfolio with active and inactive stocks. |
Enterp. Inf. Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Armando Nieto, Marti Serra, Angel A. Juan, Christopher Bayliss |
A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities. |
J. Simulation |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Souad Chennaf, Jaleleddine Ben Amor |
Portfolio Optimization of Uncertain Returns Based on Tsallis Entropy. |
J. Uncertain Syst. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Gozde Bilgin, Irem Dikmen, M. Talat Birgonul, Beliz Ozorhon |
A Decision Support System for Project Portfolio Management in Construction Companies. |
Int. J. Inf. Technol. Decis. Mak. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Alessandra Carleo, Roberto Rocci, Maria Sole Staffa |
Measuring the Recovery Performance of a Portfolio of NPLs. |
Comput. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Huixian Wu, Hezhi Luo, Xianye Zhang, Jianzhen Liu |
A new global algorithm for factor-risk-constrained mean-variance portfolio selection. |
J. Glob. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | M. Barkhagen, Sergio García 0001, Jacek Gondzio, Jörg Kalcsics, J. Kroeske, Sotirios Sabanis, A. Staal |
Optimising portfolio diversification and dimensionality. |
J. Glob. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Dali Chen, Yuwei Wu 0002, Jingquan Li, Xiaohui Ding, Caihua Chen |
Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. |
J. Glob. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Piotr Pomorski, Denise Gorse |
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Chung I Lu |
Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Anton Kolonin, Alexey Glushchenko, Arseniy Fokin, Marcello Mari, Mario Casiraghi, Mukul Vishwas |
Adaptive Predictive Portfolio Management Agent. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Alexander Nikiporenko |
Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou |
Randomized Signature Methods in Optimal Portfolio Selection. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Sonia Bullah, Terence L. van Zyl |
A Learnheuristic Approach to A Constrained Multi-Objective Portfolio Optimisation Problem. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Sevvandi Kandanaarachchi, Kate Smith-Miles |
Comprehensive Algorithm Portfolio Evaluation using Item Response Theory. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jiwook Kim, Minhyeok Lee |
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Abha Naik, Esra Yeniaras, Gerhard Hellstern, Grishma Prasad, Sanjay Kumar Lalta Prasad Vishwakarma |
From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Ryo Hidaka, Yohei Hamakawa, Jun Nakayama, Kosuke Tatsumura |
Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Swati Gupta 0001, Jai Moondra, Mohit Singh |
Balancing Notions of Equity: Approximation Algorithms for Fair Portfolio of Solutions in Combinatorial Optimization. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | |
Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Mark Potanin, Andrey Chertok, Konstantin Zorin, Cyril Shtabtsovsky |
Startup success prediction and VC portfolio simulation using CrunchBase data. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Haoyang Cao, Haotian Gu, Xin Guo 0001, Mathieu Rosenbaum |
Transfer Learning for Portfolio Optimization. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Xinning Yi, Tianguang Lu, Yixiao Li, Qian Ai, Ran Hao |
Collaborative planning and optimization for electric-thermal-hydrogen-coupled energy systems with portfolio selection of the complete hydrogen energy chain. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Gözel Shakeri, Frederike Jung, Ferran Altarriba Bertran, Daniel Fernández Galeote, Adrian Friday |
Towards Supporting Sustainable Grocery Shopping through Joyful Technology: Annotated Portfolio of Speculative Ideas. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Vélez Jiménez, Román Alberto, Lecuanda Ontiveros, José Manuel, Edgar Possani |
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Petr Sokerin, Kristian Kuznetsov, Elizaveta Makhneva, Alexey Zaytsev 0002 |
Portfolio Selection via Topological Data Analysis. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Marc Velay, Bich-Liên Doan, Arpad Rimmel, Fabrice Popineau, Fabrice Daniel |
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jaydip Sen, Arup Dasgupta, Partha Pratim Sengupta, Sayantani Roy Choudhury |
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Chung-Han Hsieh, Yi-Shan Wong |
On Frequency-Based Optimal Portfolio with Transaction Costs. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Wentao Zhang, Yilei Zhao, Shuo Sun, Jie Ying, Yonggang Xie, Zitao Song, Xinrun Wang, Bo An 0001 |
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Eneko Osaba, Guillaume Gelabert, Esther Villar-Rodriguez, Antón Asla, Izaskun Oregi |
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Zhoufan Zhu, Ningning Zhang, Ke Zhu |
Big portfolio selection by graph-based conditional moments method. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Sungchul Hong, Jong-June Jeon |
Uniform Pessimistic Risk and Optimal Portfolio. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Zichang He, Ruslan Shaydulin, Shouvanik Chakrabarti, Dylan Herman, Changhao Li, Yue Sun, Marco Pistoia |
Alignment between Initial State and Mixer Improves QAOA Performance for Constrained Portfolio Optimization. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Jiaxi Yang, Sheng Cao, Cuifang Zhao, Weina Niu, Li-Chuan Tsai |
Portfolio-Based Incentive Mechanism Design for Cross-Device Federated Learning. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
10 | Piotr Pomorski, Denise Gorse |
Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|