Related papers: Project portfolio selection: Multi-criteria analys…
This paper presents a new methodology that combines a multiple criteria sorting or ranking method with a project portfolio selection procedure. The multicriteria method permits to compare projects in terms of their priority assessed on the…
We present a multi-objective portfolio decision model that involves selecting both a portfolio of projects and a set of elements to allocate to each project. Our model includes a defined set of objectives to optimize, with projects…
Software requirements prioritization plays a crucial role in software development. It can be viewed as the process of ordering requirements by determining which requirements must be done first and which can be done later. Powerful…
Portfolio management is an essential component of investment strategy that aims to maximize returns while minimizing risk. This paper explores several portfolio management strategies, including asset allocation, diversification, active…
Budgetary constraints force organizations to pursue only a subset of possible innovation projects. Identifying which subset is most promising is an error-prone exercise, and involving multiple decision makers may be prudent. This raises the…
Requirements selection is a decision-making process that enables project managers to focus on the deliverables that add most value to the project outcome. This task is performed to define which features or requirements will be developed in…
Optimal selection of interdependent IT Projects for implementation in multi periods has been challenging in the framework of real option valuation. This paper presents a mathematical optimization model for multi-stage portfolio of IT…
Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio…
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges capture the dependence structure of the system. Three…
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but they also want to take into account the sustainability of…
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…
The selection process of proposals is a crucial component of scientific progress and innovations. Limited resources must be allocated in the most effective way to maximise advancements and the production of new knowledge, especially as it…
Portfolio optimisation is essential in quantitative investing, but its implementation faces several practical difficulties. One particular challenge is converting optimal portfolio weights into real-life trades in the presence of realistic…
In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare explicitly, with many asset managers using an intuitive or…
We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…
The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the…
With the advent of Web 2.0, various types of data are being produced every day. This has led to the revolution of big data. Huge amount of structured and unstructured data are produced in financial markets. Processing these data could help…
An investor is estimating net present value of a firm project and performs risk analysis. Usually it is created portfolio hierarchies and make comparison of variants of project based on these hierarchies. Then one finds that portfolio which…
In this paper, we present an approach to select a subset of requirement elicitation technique for an optimum result in the requirement elicitation process. Our approach consists of three steps. First, we identify various attribute in three…
Requirement prioritization is recognized as an important decision-making activity in requirements engineering and software development. Requirement prioritization is applied to determine which requirements should be implemented and…