Search results for "e-portfolio"

Hits ?▲	Authors	Title	Venue	Year	Link
10	Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos, Maria Tzelepi, Theodoros Manousis, Konstantinos Tsampazis, Kyriakos Stefanidis, Dimitris Spanos, Emmanouil Kirtas, Pavlos Tosidis, Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas	Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management.	CoRR	2023	DBLP DOI BibTeX RDF
10	Zhenhan Huang, Fumihide Tanaka	A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management.	CoRR	2023	DBLP DOI BibTeX RDF
10	Taeisha Nundlall, Terence L. van Zyl	Machine Learning for Socially Responsible Portfolio Optimisation.	CoRR	2023	DBLP DOI BibTeX RDF
10	Jaydip Sen, Arup Dasgupta, Subhasis Dasgupta, Sayantani Roy Choudhury	A Portfolio Rebalancing Approach for the Indian Stock Market.	CoRR	2023	DBLP DOI BibTeX RDF
10	Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon	ChatGPT-based Investment Portfolio Selection.	CoRR	2023	DBLP DOI BibTeX RDF
10	Chung-En Tsai, Ying-Ting Lin, Yen-Huan Li	Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness.	CoRR	2023	DBLP DOI BibTeX RDF
10	Sergio Caprioli, Emanuele Cagliero, Riccardo Crupi	Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks.	CoRR	2023	DBLP DOI BibTeX RDF
10	Jaydip Sen, Subhasis Dasgupta	Portfolio Optimization: A Comparative Study.	CoRR	2023	DBLP DOI BibTeX RDF
10	Zhenglong Li, Hejun Huang, Vincent W. L. Tam	Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization.	CoRR	2023	DBLP DOI BibTeX RDF
10	Gabriel Turinici, Pierre Brugiere	Onflow: an online portfolio allocation algorithm.	CoRR	2023	DBLP DOI BibTeX RDF
10	Eduardo C. Garrido-Merchán, Sol Mora-Figueroa-Cruz-Guzmán, Maria Coronado Vaca	Deep Reinforcement Learning for ESG financial portfolio management.	CoRR	2023	DBLP DOI BibTeX RDF
10	Yasuhiro Nakayama, Tomochika Sawaki	Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning.	CoRR	2023	DBLP DOI BibTeX RDF
10	Eisuke Yamagata, Shunsuke Ono	Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via 0-Constrained Portfolio.	CoRR	2023	DBLP DOI BibTeX RDF
10	Shuo Han, Yinan Chen, Jiacheng Liu	Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach.	CoRR	2023	DBLP DOI BibTeX RDF
10	Ana Kostovska, Gjorgjina Cenikj, Diederick Vermetten, Anja Jankovic 0001, Ana Nikolikj, Urban Skvorc, Peter Korosec, Carola Doerr, Tome Eftimov	PS-AAS: Portfolio Selection for Automated Algorithm Selection in Black-Box Optimization.	CoRR	2023	DBLP DOI BibTeX RDF
10	Kazuki Amagai, Tomoya Suzuki	Long-Term Modeling of Financial Machine Learning for Active Portfolio Management.	CoRR	2023	DBLP DOI BibTeX RDF
10	Kamer Ali Yuksel	Generative Meta-Learning Robust Quality-Diversity Portfolio.	CoRR	2023	DBLP DOI BibTeX RDF
10	Jaydip Sen, Aditya Jaiswal, Anshuman Pathak, Atish Kumar Majee, Kushagra Kumar, Manas Kumar Sarkar, Soubhik Maji	A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market.	CoRR	2023	DBLP DOI BibTeX RDF
10	Quoc Minh Nguyen, Dat Thanh Tran, Juho Kanniainen, Alexandros Iosifidis, Moncef Gabbouj	Cryptocurrency Portfolio Optimization by Neural Networks.	CoRR	2023	DBLP DOI BibTeX RDF
10	Amy J. C. Trappey, Regan J. S. Pa, Neil K. T. Chen, Andy Z. C. Huang, Kuo-An Li, L. P. Hung	Digital transformation of technological IP portfolio analysis for complex domain of satellite communication innovations.	Adv. Eng. Informatics	2023	DBLP DOI BibTeX RDF
10	Min-You Chen, Chiao-Ting Chen, Szu-Hao Huang	Knowledge distillation for portfolio management using multi-agent reinforcement learning.	Adv. Eng. Informatics	2023	DBLP DOI BibTeX RDF
10	Masoud Aghajani, Kamrul Ahsan, Naomi Whiteside	When Agility Meets a Project Portfolio: A Study of Success Factors in Large Organisations.	Australas. J. Inf. Syst.	2023	DBLP DOI BibTeX RDF
10	Xue Deng, Fengting Geng	Portfolio model with a novel two-parameter coherent fuzzy number based on regret theory.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Maria-Laura Torrente, Pierpaolo Uberti	A rescaling technique to improve numerical stability of portfolio optimization problems.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Xuecong Zhang, Chen Zhong, Laith Abualigah	Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Kyle Erwin, Andries P. Engelbrecht	Meta-heuristics for portfolio optimization.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Mingyu Zhang, Yong-Jun Liu	Pharmaceutical R &D portfolio optimization with minimum borrowed capital based on fuzzy set theory.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Souad Chennaf, Jaleleddine Ben Amor	Entropic value at risk to find the optimal uncertain random portfolio.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Xingyu Yang, Jingui Chen, Weilong Liu, Xuejin Zhao	A multi-period fuzzy portfolio optimization model with investors' loss aversion.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Kuangxi Su, Chengli Zheng, Xing Yu	Portfolio allocation with CEEMDAN denoising algorithm.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Souad Chennaf, Jaleleddine Ben Amor	Renyi entropy of uncertain random variables and its application to portfolio selection.	Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Zhao-Rong Lai, Haisheng Yang	A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization.	ACM Comput. Surv.	2023	DBLP DOI BibTeX RDF
10	Xianhe Wang, Bo Wang 0027, Tiantian Li, Huaxiong Li, Junzo Watada	Multi-criteria fuzzy portfolio selection based on three-way decisions and cumulative prospect theory.	Appl. Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Zhi-Xuan Zhang, Wei-Neng Chen, Xiao-Min Hu	A knowledge-based constructive estimation of distribution algorithm for bi-objective portfolio optimization with cardinality constraints.	Appl. Soft Comput.	2023	DBLP DOI BibTeX RDF
10	Arun Kumar 0017, Sanjay Yadav, Pankaj Gupta 0001, Mukesh Kumar Mehlawat	A Credibilistic Multiobjective Multiperiod Efficient Portfolio Selection Approach Using Data Envelopment Analysis.	IEEE Trans. Engineering Management	2023	DBLP DOI BibTeX RDF
10	Patrick Spieth, Tobias Röth, Thomas Clauss, Christian Urhahn, Catherine P. Killen	Investigating the Effect of Perceived Product Portfolio Innovativeness on Consumers' Brand Perceptions.	IEEE Trans. Engineering Management	2023	DBLP DOI BibTeX RDF
10	Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching	Online portfolio selection with state-dependent price estimators and transaction costs.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Emilio Barucci, Enrico Biffis, Daniele Marazzina	Health insurance, portfolio choice, and retirement incentives.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Mika Marttunen, Arto Haara, Turo Hjerppe, Mikko Kurttila, Juuso Liesiö, Jyri Mustajoki, Heli Saarikoski, Anne Tolvanen	Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Juuso Liesiö, Markku Kallio, Nikolaos Argyris 0001	Incomplete risk-preference information in portfolio decision analysis.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Holger Kraft, Farina Weiss	Pandemic portfolio choice.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Nathan Lassance, Frédéric Vrins	Portfolio selection: A target-distribution approach.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Vaishnavi Tunuguntla, Krishanu Rakshit, Preetam Basu	Bidding for an optimal portfolio of keywords in sponsored search advertising: From generic to branded keywords.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Luca De Gennaro Aquino, Didier Sornette, Moris S. Strub	Portfolio selection with exploration of new investment assets.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Lei Lei 0005, Yijie Peng, Michael C. Fu 0001, Jian-Qiang Hu	Copula sensitivity analysis for portfolio credit derivatives.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Pengyu Wei, Charles C. Yang, Yi Zhuang	Robust consumption and portfolio choice with derivatives trading.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Ken Kobayashi, Yuichi Takano, Kazuhide Nakata	Cardinality-constrained distributionally robust portfolio optimization.	Eur. J. Oper. Res.	2023	DBLP DOI BibTeX RDF
10	Mohammad Shahid, Zubair Ashraf, Mohd Shamim, Mohd Shamim Ansari	Solving constrained portfolio optimization model using stochastic fractal search approach.	Int. J. Intell. Comput. Cybern.	2023	DBLP DOI BibTeX RDF
10	Taras Bodnar, Nestor Parolya, Erik Thorsén	Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio.	IEEE Trans. Signal Process.	2023	DBLP DOI BibTeX RDF
10	Shengjie Xiu, Xiwen Wang, Daniel P. Palomar	A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization.	IEEE Trans. Signal Process.	2023	DBLP DOI BibTeX RDF
10	Petre Stoica, Prabhu Babu	Low-Rank Covariance Matrix Estimation for Factor Analysis in Anisotropic Noise: Application to Array Processing and Portfolio Selection.	IEEE Trans. Signal Process.	2023	DBLP DOI BibTeX RDF
10	Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon	ChatGPT-Based Investment Portfolio Selection.	Oper. Res. Forum	2023	DBLP DOI BibTeX RDF
10	Juncheng Bai, Jianfeng Guo, Bingzhen Sun, Yuqi Guo, Youwei Chen, Xia Xiao	Probability rough set and portfolio optimization integrated three-way predication decisions approach to stock price.	Appl. Intell.	2023	DBLP DOI BibTeX RDF
10	Derya Deliktas, Ozden Ustun	Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization.	Appl. Intell.	2023	DBLP DOI BibTeX RDF
10	Zitao Song, Yining Wang, Pin Qian, Sifan Song, Frans Coenen, Zhengyong Jiang, Jionglong Su	From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization.	Appl. Intell.	2023	DBLP DOI BibTeX RDF
10	Mukesh Kumar Mehlawat, Pankaj Gupta 0001, Ahmad Zaman Khan	An integrated fuzzy-grey relational analysis approach to portfolio optimization.	Appl. Intell.	2023	DBLP DOI BibTeX RDF
10	Majid Moghtadai, Farsad Zamani Boroujeni, Mohammadreza Soltanaghaei	A framework for proposing a liquid stock portfolio using frequent itemset mining from time-series data.	Appl. Intell.	2023	DBLP DOI BibTeX RDF
10	Shantian Yang	Deep reinforcement learning for portfolio management.	Knowl. Based Syst.	2023	DBLP DOI BibTeX RDF
10	Adel Binbusayyis, Thavavel Vaiyapuri	A professional-driven blockchain framework for sharing E-Portfolio in the context of Industry 4.0.	ICT Express	2023	DBLP DOI BibTeX RDF
10	Xin He, Xiaoguang Zhou	Multi-criteria Group Decision-Making Portfolio Optimization Based on Variable Subscript Hesitant Fuzzy Linguistic Term Sets.	Int. J. Fuzzy Syst.	2023	DBLP DOI BibTeX RDF
10	Grzegorz Bocewicz, Paulina Golinska-Dawson, Eryk Szwarc, Zbigniew Banaszak	Preventive maintenance scheduling of a multi-skilled human resource-constrained project's portfolio.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Yingjie Song, Gaoyang Zhao, Bin Zhang, Huayue Chen, Wuquan Deng, Wu Deng	An enhanced distributed differential evolution algorithm for portfolio optimization problems.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Arsalan Dezhkam, Mohammad Taghi Manzuri	Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert-Huang transform.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera, Pankaj Kumar 0002	Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Jiwook Kim, Minhyeok Lee	Portfolio optimization using predictive auxiliary classifier generative adversarial networks.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Libiao Bai, Chaopeng Song, Xinyu Zhou, Yuanyuan Tian, Lan Wei	Assessing project portfolio risk via an enhanced GA-BPNN combined with PCA.	Eng. Appl. Artif. Intell.	2023	DBLP DOI BibTeX RDF
10	Saeed Matar Alshahrani, Hazura Mohamed, Muriati Mukhtar, Umi Asma' Mokhtar	The adoption of the e-portfolio management system in the Technical and Vocational Training Corporation (TVTC) in Saudi Arabia.	Int. J. Inf. Manag. Data Insights	2023	DBLP DOI BibTeX RDF
10	Jules Clement Mba, Ehounou Serge Eloge Florentin Angaman	A K-Means Classification and Entropy Pooling Portfolio Strategy for Small and Large Capitalization Cryptocurrencies.	Entropy	2023	DBLP DOI BibTeX RDF
10	Nick James, Max Menzies	Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies.	Entropy	2023	DBLP DOI BibTeX RDF
10	Hou-Duo Qi	Geometric Characterization of Maximum Diversification Return Portfolio via Rao's Quadratic Entropy.	SIAM J. Financial Math.	2023	DBLP DOI BibTeX RDF
10	Silvana M. Pesenti, Sebastian Jaimungal	Portfolio Optimization within a Wasserstein Ball.	SIAM J. Financial Math.	2023	DBLP DOI BibTeX RDF
10	T. Tony Ke, Jiwoong Shin, Jungju Yu	A Model of Product Portfolio Design: Guiding Consumer Search Through Brand Positioning.	Mark. Sci.	2023	DBLP DOI BibTeX RDF
10	Yong Zheng 0001, Kumar Neelotpal Shukla, Jasmine Xu, David (Xuejun) Wang, Michael O'Leary	MOPO-LSI: An open-source multi-objective portfolio optimization library for sustainable investments.	Softw. Impacts	2023	DBLP DOI BibTeX RDF
10	Shaghayegh Abolmakarem, Farshid Abdi, Kaveh Khalili Damghani, Hosein Didehkhani	Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Yilin Ma, Weizhong Wang, Qianting Ma	A novel prediction based portfolio optimization model using deep learning.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Danping Li, Shicheng Hu	Adaptive consensus reaching process with dynamic weights and minimum adjustments for group interactive portfolio optimization.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Zhong Shen, Xingmei Li	An extended model of dynamic project portfolio selection problem considering synergies between projects.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Bingbing Zhang, Libiao Bai, Kaimin Zhang, Shuyun Kang, Xinyu Zhou	Dynamic assessment of project portfolio risks from the life cycle perspective.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Alireza Goli	Integration of blockchain-enabled closed-loop supply chain and robust product portfolio design.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Yao Tao, Xu Luo, Yunna Wu, Lihui Zhang, Yuanxin Liu, Chuanbo Xu	Portfolio selection of power generation projects considering the synergy of project and uncertainty of decision information.	Comput. Ind. Eng.	2023	DBLP DOI BibTeX RDF
10	Seyyed Hamed Abtahi	Uncertain Random Portfolio Optimization Based on Skew Chance Distribution.	Int. J. Fuzzy Log. Intell. Syst.	2023	DBLP DOI BibTeX RDF
10	Shu Liu, Bo Wang 0027, Huaxiong Li, Chunlin Chen, Zhi Wang	Continual portfolio selection in dynamic environments via incremental reinforcement learning.	Int. J. Mach. Learn. Cybern.	2023	DBLP DOI BibTeX RDF
10	Kyle Erwin, Andries P. Engelbrecht	Multi-Guide Set-Based Particle Swarm Optimization for Multi-Objective Portfolio Optimization.	Algorithms	2023	DBLP DOI BibTeX RDF
10	Jun Wang 0002, Xin Gan	Neurodynamics-driven portfolio optimization with targeted performance criteria.	Neural Networks	2023	DBLP DOI BibTeX RDF
10	Liangquan Zhang, Xun Li 0002	Mean-variance portfolio selection under no-shorting rules: A BSDE approach.	Syst. Control. Lett.	2023	DBLP DOI BibTeX RDF
10	Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi	Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique.	Int. J. Appl. Decis. Sci.	2023	DBLP DOI BibTeX RDF
10	Junyue Yu, Han Wang, Bing Feng	Follow Me Going Out: Cross-Border Investment of Domestic Venture Capital and Overseas Listing of Portfolio Companies.	Complex.	2023	DBLP DOI BibTeX RDF
10	Luis Aburto, Rodrigo Romero-Romero, Rodrigo Linfati, John Willmer Escobar	An Approach for a Multi-Period Portfolio Selection Problem by considering Transaction Costs and Prediction on the Stock Market.	Complex.	2023	DBLP DOI BibTeX RDF
10	Yong Hyun Shin, Ho-Seok Lee	Portfolio selection and job switching with CARA utility.	J. Comput. Appl. Math.	2023	DBLP DOI BibTeX RDF
10	Weiping Wu, Ke Zhou, Zhicheng Li, Zhenpeng Tang	Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time.	J. Comput. Appl. Math.	2023	DBLP DOI BibTeX RDF
10	Sebastian Brandhofer, Daniel Braun 0005, Vanessa Dehn, Gerhard Hellstern, Matthias Hüls, Yanjun Ji 0001, Ilia Polian, Amandeep Singh Bhatia, Thomas Wellens	Benchmarking the performance of portfolio optimization with QAOA.	Quantum Inf. Process.	2023	DBLP DOI BibTeX RDF
10	Renu Sabharwal, Shah Jahan Miah	Evaluating teachers' effectiveness in classrooms: an ML-based assessment portfolio.	Soc. Netw. Anal. Min.	2023	DBLP DOI BibTeX RDF
10	Yang Pan, Sunil Mithas, JJ Po-An Hsieh, Che-Wei Liu 0001	Do Risk Preferences Shape the Effect of Online Trading on Trading Frequency, Volume, and Portfolio Performance?	J. Manag. Inf. Syst.	2023	DBLP BibTeX RDF
10	Somaya Sadik, Mohamed Et-tolba, Benayad Nsiri	Dictionary Learning-Based Denoising for Portfolio Selection.	DSP	2023	DBLP DOI BibTeX RDF
10	Thanos Konstantinidis, Arnau Bonet Farres, Yao Lei Xu, Tony Constantinides, Danilo P. Mandic	Financial News Classification Model for NLP-based Bond Portfolio Construction.	DSP	2023	DBLP DOI BibTeX RDF
10	Thanos Konstantinidis, Maya Golan, Yao Lei Xu, Tony Constantinides, Danilo P. Mandic	Text Mining for Sentiment Analysis in Bond Portfolio Construction.	DSP	2023	DBLP DOI BibTeX RDF
10	Boqian Wu, Benmeng Lyu, Jiawen Gu	Weighted Multivariate Mean Reversion for Online Portfolio Selection.	ECML/PKDD (5)	2023	DBLP DOI BibTeX RDF
10	Qiansheng Zhang, Jinyun Li	A Portfolio Adjusting Model with Triangular Intuitionistic Fuzzy Return.	FSDM	2023	DBLP DOI BibTeX RDF
10	Sukrit Thongkairat, Donlapark Ponnoprat, Phimphaka Taninpong, Woraphon Yamaka	Revolutionizing SET50 Stock Portfolio Management with Deep Reinforcement Learning.	IUKM (1)	2023	DBLP DOI BibTeX RDF
10	Nguyen T. Anh, Mai D. Lam, Bao Quoc Ta	Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models.	IUKM (1)	2023	DBLP DOI BibTeX RDF