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Extended mean–variance model for reliable evolutionary portfolio optimization
García, Sandra, Quintana, David, Galván, Inés M., Isasi, Pedro
Published in Ai communications (01.01.2014)
Published in Ai communications (01.01.2014)
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Journal Article
Portfolio formation with preselection using deep learning from long-term financial data
Wang, Wuyu, Li, Weizi, Zhang, Ning, Liu, Kecheng
Published in Expert systems with applications (01.04.2020)
Published in Expert systems with applications (01.04.2020)
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Journal Article
First passage times in portfolio optimization: A novel nonparametric approach
Zsurkis, Gabriel, Nicolau, João, Rodrigues, Paulo M.M.
Published in European journal of operational research (01.02.2024)
Published in European journal of operational research (01.02.2024)
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Journal Article
Multi-Period Telser’s Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan
Li, Fangbo, Wu, Huiling, Yao, Haixiang
Published in Journal of systems science and complexity (01.06.2023)
Published in Journal of systems science and complexity (01.06.2023)
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Journal Article
Quantification of Uncertainty Associated with Evidence Layers in Mineral Prospectivity Mapping Using Direct Sampling and Convolutional Neural Network
Yang, Fanfan, Wang, Ziye, Zuo, Renguang, Sun, Siquan, Zhou, Bao
Published in Natural resources research (New York, N.Y.) (01.02.2023)
Published in Natural resources research (New York, N.Y.) (01.02.2023)
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Journal Article
Robust equity portfolio performance
Kim, Jang Ho, Kim, Woo Chang, Kwon, Do-Gyun, Fabozzi, Frank J.
Published in Annals of operations research (01.07.2018)
Published in Annals of operations research (01.07.2018)
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Journal Article
Return expectations and risk aversion heterogeneity in household portfolios
Bucciol, Alessandro, Miniaci, Raffaele, Pastorello, Sergio
Published in Journal of empirical finance (01.01.2017)
Published in Journal of empirical finance (01.01.2017)
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Journal Article