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Abdellilah Nafia, Abdellah Yousfi and Abdellah Echaoui
In recent years, a great deal of attention has been devoted to the use of neural networks in portfolio management, particularly in the prediction of stock prices. Building a more profitable portfolio with less risk has always been a challenging task. In ...
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Younes Berouaga, Cherif El Msiyah and Jaouad Madkour
Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investiga...
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Branimir Mocic
Pág. 65 - 78
Research Question: This paper investigates the performances of six portfolios constructed using robust optimization methods in the Serbian stock market. Motivation: Motivated by the lack of research that analyses the allocation strategies based on robust...
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A.A. Vagulina,V.A. Vazhinsky,A.S. Korolev
Pág. 121 - 128
The object of research is the process of implementing a pipeline of investment and construction projects. The subject of the research are decision-making models and algorithms for managing a pipeline of capital construction projects. The purpose of the s...
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Apichat Chaweewanchon and Rujira Chaysiri
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation...
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Leon Li
This paper advances a volatility-regime-switching mechanism to investigate the intensity and direction of the volatility spillover effect in carbon?energy markets. Switching between a low-volatility (LV) and high-volatility (HV) regime, our mechanism inv...
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Rodrigo Rojas, Juan Castilla-Rho, Gabriella Bennison, Robert Bridgart, Camilo Prats and Edmundo Claro
Addressing modern water management challenges requires the integration of physical, environmental and socio-economic aspects, including diverse stakeholders? values, interests and goals. Early stakeholder involvement increases the likelihood of acceptanc...
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Hanae Mgarbi,Mohamed Yassin Chkouri,Abderrahim Tahiri
Pág. 37 - 42
Before the development of the web, we talk about the portfolio; it was represented by a simple portfolio of student skills in paper form. This form of representation of skills and professional career has continued to develop over the years. After a succe...
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S.A. Klyatetskiy
Pág. 65 - 73
The article is about problem solving of creating an adaptive organizational IT structure of the engineering division of State Atomic Energy Corporation Rosatom.The relevance of this work is caused by the increase of simultaneously constructing nuclear po...
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Valentyn Rach,Kabir Abdulkadir,Olena Medvedieva,Oleg Biriukov,Olha Rossoshanskaya
Pág. 47 - 61
A method for portfolio formation, based on the logical methodological technique for configuring projects-candidates, which are represented by the S-curves of a cost flow and expected results, has been proposed. The application of the technique makes it p...
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