Search results for "e-portfolio"

Hits ?▲	Authors	Title	Venue	Year	Link
10	Hamed Asgari, Javad Behnamian	Multi-objective stock market portfolio selection using multi-stage stochastic programming with a harmony search algorithm.	Neural Comput. Appl.	2022	DBLP DOI BibTeX RDF
10	Qing Yang Eddy Lim, Qi Cao 0002, Chai Quek	Dynamic portfolio rebalancing through reinforcement learning.	Neural Comput. Appl.	2022	DBLP DOI BibTeX RDF
10	Francesco Colasanto, Luca Grilli 0003, Domenico Santoro, Giovanni Villani	BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model.	Neural Comput. Appl.	2022	DBLP DOI BibTeX RDF
10	Vahid Mohagheghi, Seyed Meysam Mousavi, Reza Shahabi-Shahmiri	Sustainable project portfolio selection and optimization with considerations of outsourcing decisions, financing options and staff assignment under interval type-2 fuzzy uncertainty.	Neural Comput. Appl.	2022	DBLP DOI BibTeX RDF
10	Amir Ali Ramedani, Hosein Didehkhani, Ahmad Mehrabian	Scenario-based optimization robust model project portfolio selection under risk considerations.	Neural Comput. Appl.	2022	DBLP DOI BibTeX RDF
10	Yuyuan Li, Xiaolin Zheng, Chaochao Chen 0001, Jiawei Wang 0011, Shuai Xu	Exponential Gradient with Momentum for Online Portfolio Selection.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Guang He, Xiao-li Lu	Good point set and double attractors based-QPSO and application in portfolio with transaction fee and financing cost.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Mojtaba Ranjbar, Mohammad Mahdi Nasiri, S. Ali Torabi	Multi-mode project portfolio selection and scheduling in a build-operate-transfer environment.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Maísa Kely de Melo, Rodrigo Tomás Nogueira Cardoso, Tales Argolo Jesus	Multiobjective Model Predictive Control for portfolio optimization with cardinality constraint.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Amin Mahmoudi, Mehdi Abbasi, Xiaopeng Deng	A novel project portfolio selection framework towards organizational resilience: Robust Ordinal Priority Approach.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Yong Zhang 0038, Weilong Liu, Xingyu Yang	An automatic trading system for fuzzy portfolio optimization problem with sell orders.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Juan Du	Mean-variance portfolio optimization with deep learning based-forecasts for cointegrated stocks.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Mingfu Wang, Hyejin Ku	Risk-sensitive policies for portfolio management.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Thiago de P. Vasconcelos, Daniel Augusto R. M. A. de Souza, Gustavo C. de M. Virgolino, César L. C. Mattos, João P. P. Gomes	Self-tuning portfolio-based Bayesian optimization.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Rodrigo Lopes de Almeida, Rui Ferreira Neves	Stock market prediction and portfolio composition using a hybrid approach combined with self-adaptive evolutionary algorithm.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Alessandro Spelta, Nicolò Pecora, Paolo Pagnottoni	Chaos based portfolio selection: A nonlinear dynamics approach.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Salvatore Cuomo, Federico Gatta, Fabio Giampaolo, Carmela Iorio, Francesco Piccialli	An unsupervised learning framework for marketneutral portfolio.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Ameer Tamoor Khan, Xinwei Cao, Ivona Brajevic, Predrag S. Stanimirovic, Vasilios N. Katsikis, Shuai Li 0002	Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem.	Expert Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Abdulnasser Hatemi-J, Mohamed A. Hajji, Elie Bouri, Rangan Gupta	The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.	Asia Pac. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Chun-an Liu, Qian Lei, Huamin Jia	Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization.	Asia Pac. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Ning Zhang, Jingnan Chen, Gengling Dai	Portfolio Selection with Regularization.	Asia Pac. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Xiaoguang Zhou, Xin He, Xiaoxia Huang	Uncertain minimax mean-variance and mean-semivariance models for portfolio selection1.	J. Intell. Fuzzy Syst.	2022	DBLP DOI BibTeX RDF
10	Saeed Karimi, Saeed Mirzamohammadi, Mir Saman Pishvaee	A scenario-based mathematical approach to a robust project portfolio selection problem under fuzzy uncertainty.	J. Intell. Fuzzy Syst.	2022	DBLP DOI BibTeX RDF
10	Xiaolian Liao, Guohua Chen	Portfolio selection model with triangular intuitionistic fuzzy number by rate of return.	J. Intell. Fuzzy Syst.	2022	DBLP DOI BibTeX RDF
10	Xiaobing Yu, Zhenjie Liu	Multiple strategies grey wolf optimizer for constrained portfolio optimization.	J. Intell. Fuzzy Syst.	2022	DBLP DOI BibTeX RDF
10	Cláudio Gomes 0003, Gabriel Falcão 0001, Luís Paquete, João Paulo Fernandes	An Empirical Study on the Use of Quantum Computing for Financial Portfolio Optimization.	SN Comput. Sci.	2022	DBLP DOI BibTeX RDF
10	Sebastian Geissel, Holger Graf, Julia Herbinger, Frank Thomas Seifried	Portfolio optimization with optimal expected utility risk measures.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Maciej Nowak, Tadeusz Trzaskalik	A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Yue Qi	Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Kocherlakota Satya Pritam, Trilok Mathur, Shivi Agarwal, Sanjoy Kumar Paul, Ahmed Mulla	A novel methodology for perception-based portfolio management.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Xiaolei Sun, Jun Hao, Jianping Li 0001	Multi-objective optimization of crude oil-supply portfolio based on interval prediction data.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Young Shin Kim	Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Davide La Torre, Franklin Mendivil	Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Jang Ho Kim, Yongjae Lee, Woo Chang Kim, Frank J. Fabozzi	Goal-based investing based on multi-stage robust portfolio optimization.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Libiao Bai, Kanyin Zheng, Zhiguo Wang, Jiale Liu	Service provider portfolio selection for project management using a BP neural network.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Lu Wang, Ferhana Ahmad, Gong-li Luo, Muhammad Umar, Dervis Kirikkaleli	Portfolio optimization of financial commodities with energy futures.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Ki Taek Park, Hyejeong Yang, So Young Sohn	Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Konstantinos Liagkouras, Kostas S. Metaxiotis, George A. Tsihrintzis	Incorporating environmental and social considerations into the portfolio optimization process.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Yao-Hsin Chou, Yu-Chi Jiang, Yi-Rui Hsu, Shu-Yu Kuo, Sy-Yen Kuo	A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS.	IEEE Trans. Emerg. Top. Comput. Intell.	2022	DBLP DOI BibTeX RDF
10	Stephan Dreyer, Andreas Egger, Louis Christian Püschel, Maximilian Röglinger	Prioritising smart factory investments - A project portfolio selection approach.	Int. J. Prod. Res.	2022	DBLP DOI BibTeX RDF
10	Tadeusz Sawik, Bartosz Sawik	A rough cut cybersecurity investment using portfolio of security controls with maximum cybersecurity value.	Int. J. Prod. Res.	2022	DBLP DOI BibTeX RDF
10	Alexander Seitz, Renzo Akkerman, Martin Grunow	A contract portfolio perspective on the role of customer order lead times in demand fulfilment processes with supply shortage.	Int. J. Prod. Res.	2022	DBLP DOI BibTeX RDF
10	Giorgio Costa, Roy H. Kwon	Data-driven distributionally robust risk parity portfolio optimization.	Optim. Methods Softw.	2022	DBLP DOI BibTeX RDF
10	Chan-Chih Cheng, Chiu-Chi Wei, Ta-Jen Chu, Hsien-Hong Lin	AI Predicted Product Portfolio for Profit Maximization.	Appl. Artif. Intell.	2022	DBLP DOI BibTeX RDF
10	Dimitris Bertsimas, Ryan Cory-Wright	A Scalable Algorithm for Sparse Portfolio Selection.	INFORMS J. Comput.	2022	DBLP DOI BibTeX RDF
10	Hanae Mgarbi, Mohamed Yassin Chkouri, Abderrahim Tahiri	Purpose and Design of a Digital Environment for the Professional Insertion of Students Based on the E-portfolio Approach.	Int. J. Emerg. Technol. Learn.	2022	DBLP DOI BibTeX RDF
10	Bo Hu, Hui Xiao, Nan Yang, Lei Wang 0006, Hao Jin	Fast non-dominated sorting evolutionary algorithm II based on relative non-dominance matrix for portfolio optimization.	Concurr. Comput. Pract. Exp.	2022	DBLP DOI BibTeX RDF
10	Bo Hu, Hui Xiao, Nan Yang, Hao Jin, Lei Wang 0006	A hybrid approach based on double roulette wheel selection and quadratic programming for cardinality constrained portfolio optimization.	Concurr. Comput. Pract. Exp.	2022	DBLP DOI BibTeX RDF
10	Helu Xiao, Xin Liu, Tiantian Ren, Zhongbao Zhou	Estimation of portfolio efficiency via stochastic DEA.	RAIRO Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Bo Yan 0002, Liguo Han	Decisions and coordination of retailer-led fresh produce supply chain under two-period dynamic pricing and portfolio contracts.	RAIRO Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Petr Fiala, Adam Borovicka	Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange.	Central Eur. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Adam Borovicka	Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model.	Central Eur. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Jianfei Yin, Ruili Wang, Yeqing Guo, Yizhe Bai, Shunda Ju, Weili Liu, Joshua Zhexue Huang	Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices.	ACM Trans. Knowl. Discov. Data	2022	DBLP DOI BibTeX RDF
10	Tapas Kumar Paul, Madhumangal Pal, Chiranjibe Jana	Portfolio selection as a multicriteria group decision making in Pythagorean fuzzy environment with GRA and FAHP framework.	Int. J. Intell. Syst.	2022	DBLP DOI BibTeX RDF
10	Ahmad Zaman Khan, Mukesh Kumar Mehlawat	Dynamic portfolio optimization using technical analysis-based clustering.	Int. J. Intell. Syst.	2022	DBLP DOI BibTeX RDF
10	Amril Nazir	Efficient online portfolio simulation using dynamic moving average model and benchmark index.	Int. J. Model. Simul. Sci. Comput.	2022	DBLP DOI BibTeX RDF
10	Ömer Z. Gürsoy, Oktay Tas	Portfolio Optimization with Wavelet Analysis and Neural Fuzzy Networks.	J. Multiple Valued Log. Soft Comput.	2022	DBLP BibTeX RDF
10	Mohammadali Zarjou, Mohammad Khalilzadeh	Optimal project portfolio selection with reinvestment strategy considering sustainability in an uncertain environment: a multi-objective optimization approach.	Kybernetes	2022	DBLP DOI BibTeX RDF
10	Nikolai Dokuchaev 0001	Optimal portfolio and certainty equivalence estimator for the appreciation rate.	Math. Control. Signals Syst.	2022	DBLP DOI BibTeX RDF
10	Pankaj Gupta 0001	Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers.	Inf. Sci.	2022	DBLP DOI BibTeX RDF
10	Zohreh Hosseini Nodeh, Rashed Khanjani Shiraz, Panos M. Pardalos	Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric.	Inf. Sci.	2022	DBLP DOI BibTeX RDF
10	Nathan Lassance, Victor DeMiguel, Frédéric Vrins	Optimal Portfolio Diversification via Independent Component Analysis.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Xue Dong He, Moris S. Strub	How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Alain Bensoussan 0001, SingRu Celine Hoe, Joohyun Kim 0004, Zhongfeng Yan	A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Agostino Capponi, Alexey Rubtsov	Systemic Risk-Driven Portfolio Selection.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Haitao Li, Chongfeng Wu, Chunyang Zhou	Time-Varying Risk Aversion and Dynamic Portfolio Allocation.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Seungki Min, Costis Maglaras, Ciamac C. Moallemi	Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution.	Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin, Ubaid M. Al-Saggaf	Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Samira Vazifeh-Noshafagh, Vahid Hajipour, Sajjad Jalali, Debora Di Caprio, Francisco Javier Santos-Arteaga	Maturing the Scrum Framework for Software Projects Portfolio Management: A Case Study-Oriented Methodology.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Jae-Seung Kim, Sang-Ho Kim, Ki-Hoon Lee	Portfolio Management Framework for Autonomous Stock Selection and Allocation.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Afef Saihi, Mohamed Ben-Daya, Rami As'ad	An Investigation of Sustainable Maintenance Performance Indicators: Identification, Expert Validation and Portfolio of Future Research.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Ran Ma, Mian-Qing Wang, Hua He	Does Patent Portfolio Drive Global Value Chain Climbing? - Empirical Evidence From China.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Efrain Solares, Francisco G. Salas, Víctor De-León-Gómez, Raymundo Díaz	A Comprehensive Soft Computing-Based Approach to Portfolio Management by Discarding Undesirable Stocks.	IEEE Access	2022	DBLP DOI BibTeX RDF
10	Selin Özpeynirci, Özgür Özpeynirci, Vincent Mousseau	Portfolio decision analysis with a generalized balance approach.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Justo Puerto, Federica Ricca, Moisés Rodríguez-Madrena, Andrea Scozzari	A combinatorial optimization approach to scenario filtering in portfolio selection.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Janne Kettunen, Miguel A. Lejeune	Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Renatas Kizys, Jana Doering, Angel A. Juan, Onur Polat, Laura Calvet, Javier Panadero	A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li 0002, Xinwei Cao	Time-varying mean-variance portfolio selection problem solving via LVI-PDNN.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Zongxin Li, Hong Jiang, Zhiping Chen 0001, Wing-Keung Wong	A mental account-based portfolio selection model with an application for data with smaller dimensions.	Comput. Oper. Res.	2022	DBLP DOI BibTeX RDF
10	Zirui Chen, Pu-yan Nie, Cheng He, Hui Zhang	The impacts of auction methods and market structure on patent portfolio value.	Technol. Anal. Strateg. Manag.	2022	DBLP DOI BibTeX RDF
10	Shiyu Zhang, Kun Ding, Wenfei Liu, Hao Zhang	A patent portfolio-based approach for identifying technological threat from competitors.	Technol. Anal. Strateg. Manag.	2022	DBLP DOI BibTeX RDF
10	Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani	Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement.	Math. Comput. Simul.	2022	DBLP DOI BibTeX RDF
10	Xue Deng, Jiaxing Chen, Xu Wang, Fengting Geng	Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints.	Math. Comput. Simul.	2022	DBLP DOI BibTeX RDF
10	Rouhollah Mehralizade, Akbar Mehralizade	LR Mixed Fuzzy Random Portfolio Choice Based on the Risk Curve.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2022	DBLP DOI BibTeX RDF
10	Serkan Akbas, Türkan Erbay Dalkiliç, Tugba Gül Aksoy	A Study on Portfolio Selection Based on Fuzzy Linear Programming.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2022	DBLP DOI BibTeX RDF
10	Guilherme Gonçalves, Peter Fernandes Wanke, Yong Tan	A higher order portfolio optimization model incorporating information entropy.	Intell. Syst. Appl.	2022	DBLP DOI BibTeX RDF
10	Abdulaziz Almutairi, Omar Alrumayh	Optimal Charging Infrastructure Portfolio for Minimizing Grid Impact of Plug-In Electric Vehicles.	IEEE Trans. Ind. Informatics	2022	DBLP DOI BibTeX RDF
10	Mohammad Reza Afshar, Vahid Shahhosseini, Mohammad Hassan Sebt	Optimal sub-contractor selection and allocation in a multiple construction project: Project portfolio planning in practice.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
10	Libiao Bai, Yichen Sun, Huijing Shi, Chunming Shi 0001, Jieyu Bai, Xiao Han	Dynamic assessment modelling for project portfolio benefits.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
10	Xingyu Yang, Jin'an He, Yong Zhang	Aggregating exponential gradient expert advice for online portfolio selection.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
10	Zongrun Wang, Tangtang He	Multi-period portfolio with a dynamic reference point considering disappointment feelings.	J. Oper. Res. Soc.	2022	DBLP DOI BibTeX RDF
10	Han Yue, Jiapeng Liu, Qin Zhang	Applications of Markov Decision Process Model and Deep Learning in Quantitative Portfolio Management during the COVID-19 Pandemic.	Syst.	2022	DBLP DOI BibTeX RDF
10	Huijun Huang, Yuzhong Li	Optimization of a Rural Portfolio Credit Granting System Using Improved Two-Dimensional Strip Packing Grouping Delay Problem.	Syst.	2022	DBLP DOI BibTeX RDF
10	Katarzyna Maciejowska	Portfolio management of a small RES utility with a structural vector autoregressive model of electricity markets in Germany.	Oper. Res. Decis.	2022	DBLP DOI BibTeX RDF
10	Lei Wang, Qing Liu, Shiyu Dong, Carlos Guedes Soares	Selection of countermeasure portfolio for shipping safety with consideration of investment risk aversion.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
10	Ramon Swell Gomes Rodrigues Casado, Marcelo Hazin Alencar, Adiel Teixeira de Almeida	Combining a multidimensional risk evaluation with an implicit enumeration algorithm to tackle the portfolio selection problem of a natural gas pipeline.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
10	Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson, Erik Thorsén	Bayesian portfolio selection using VaR and CVaR.	Appl. Math. Comput.	2022	DBLP DOI BibTeX RDF
10	Wan-Yi Chiu	Another look at portfolio optimization with mental accounts.	Appl. Math. Comput.	2022	DBLP DOI BibTeX RDF
10	Daping Zhao, Lin Bai, Yong Fang, Shouyang Wang	Multi-period portfolio selection with investor views based on scenario tree.	Appl. Math. Comput.	2022	DBLP DOI BibTeX RDF
10	Dipankar Mondal, N. Selvaraju 0001	Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework.	OR Spectr.	2022	DBLP DOI BibTeX RDF