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Davinder Malhotra and Srinivas Nippani
This study investigates the risk-adjusted performance of energy equity mutual funds across a 23-year period, employing the Cumulative Wealth Index (CWI) to gauge their long-term performance relative to benchmark indices. Despite inherent volatility due t...
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Georg Gartner, Olesia Ignateva, Bibigul Zhunis and Johanna Pühringer
Maps are the culmination of numerous choices, with many offering multiple alternatives. Not all of these choices are inherently guided by default, clarity, or universally accepted best practices, guidelines, or recommendations. In the realm of cartograph...
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Yizheng Zhang, Liuhong Luo and Hongjun Li
Extracting k" role="presentation">??k
k
-order maximal-sum principal submatrix from an n" role="presentation">??n
n
-order real matrix is a typical combinatorial optimization problem and an NP-hard problem. To improve the computational efficiency of solv...
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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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Kittipob Saetia and Jiraphat Yokrattanasak
Machine learning for stock market prediction has recently been popular for identifying stock selection strategies and providing market insights. In this study, we adopted machine learning algorithms to analyze technical indicators, and Google Trends sear...
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Jovica Stankovic, Ksenija Dencic-Mihajlov, Jelena Z. Stankovic, Evica Petrovic
Pág. 31 - 42
Research Question: This study examined the preconditions and efficiency of socially responsible investing (SRI) in the developing capital market, specifically the Belgrade Stock Exchange (BSE). Motivation: Considering the increasing trend of SRI (GSIA, 2...
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Serena Crisci, Valentina De Simone and Marco Viola
Many data analysis problems can be modeled as a constrained optimization problem characterized by nonsmooth functionals, often because of the presence of ℓ1" role="presentation">l1l1
l
1
-regularization terms. One of the most effective ways to...
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Ke Ma, Libiao Bai, Yichen Sun, Tong Pan, Victor Shi and Yipei Zhang
Multiple internal conflicts and external emergencies can occur when an enterprise implements a project portfolio (PP), making the PP inevitably deviate from the enterprise?s strategic objectives. As a means of project portfolio change (PPC) that aims to ...
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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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