Online portfolio selection with state-dependent price estimators and transaction costs
Artificial intelligence (AI) techniques have been applied to the online portfolio selection
(OLPS) problem, a topic attracting increasing attention. In brief, OLPS is the task of …
(OLPS) problem, a topic attracting increasing attention. In brief, OLPS is the task of …
[HTML][HTML] A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
We propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving
large-scale portfolio optimization problems. This solver fills the gap due to the inadequacy of …
large-scale portfolio optimization problems. This solver fills the gap due to the inadequacy of …
Key factors for project crowdfunding success: An empirical study
A Fernandez-Blanco, J Villanueva-Balsera… - Sustainability, 2020 - mdpi.com
Crowdfunding is a response to the financing problem of innovative projects in an
environment of severe economic crisis. Its competitive advantage lies in its independence …
environment of severe economic crisis. Its competitive advantage lies in its independence …
[HTML][HTML] Does geopolitical risk affect exports? Evidence from China
K Liu, Q Fu, Q Ma, X Ren - Economic Analysis and Policy, 2024 - Elsevier
Geopolitical conflicts and power games among major nations present substantial challenges
to cross-border trade and global economic development; however, the existing literature has …
to cross-border trade and global economic development; however, the existing literature has …
CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
A popular risk measure, conditional value-at-risk (CVaR), is called expected shortfall (ES) in
financial applications. The research presented involved developing algorithms for the …
financial applications. The research presented involved developing algorithms for the …
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
We study large-scale portfolio optimization problems in which the aim is to maximize a multi-
moment performance measure extending the Sharpe ratio. More specifically, we consider …
moment performance measure extending the Sharpe ratio. More specifically, we consider …
Polynomial goal programming and particle swarm optimization for enhanced indexation
M Kaucic, F Barbini, FJ Camerota Verdù - Soft Computing, 2020 - Springer
Enhanced indexation is an investment strategy that aims to generate moderate and
consistent excess returns with respect to a tracked benchmark index. In this work, we …
consistent excess returns with respect to a tracked benchmark index. In this work, we …
Does Geopolitical Risk Affect Agricultural Exports? Chinese Evidence from the Perspective of Agricultural Land
K Liu, Q Fu - Land, 2024 - mdpi.com
Geopolitical conflicts and power games among major nations present substantial challenges
to cross-border trade and global economic development; however, the existing literature has …
to cross-border trade and global economic development; however, the existing literature has …
Credibilistic mean-semi-entropy model for multi-period portfolio selection with background risk
J Zhang, Q Li - Entropy, 2019 - mdpi.com
In financial markets, investors will face not only portfolio risk but also background risk. This
paper proposes a credibilistic multi-objective mean-semi-entropy model with background …
paper proposes a credibilistic multi-objective mean-semi-entropy model with background …
Artificial intelligence in financial portfolio management
In finance, a portfolio is a person's or company's total financial holdings. Portfolio risk and
expected return are managed via portfolio optimization. Portfolio optimization is a kind of …
expected return are managed via portfolio optimization. Portfolio optimization is a kind of …