English
Related papers

Related papers: Project portfolio selection: Multi-criteria analys…

200 papers

Despite the availability of qualified research personnel, up-to-date research facilities and experience in developing applied research and innovation, many worldwide research institutions face difficulties when managing contracted Research…

Artificial Intelligence · Computer Science 2019-12-12 Renata Pelissari , Alvaro José Abackerli , Sarah Ben Amor , Maria Célia Oliveira , Kleber Manoel Infante

Optimization via simulation has been well established to find optimal solutions and designs in complex systems. However, it still faces modeling and computational challenges when extended to the multi-stage setting. This survey reviews the…

Optimization and Control · Mathematics 2023-12-08 Zhuo Zhang , Dan Wang , Haoxiang Yang , Shubin Si

The ultimate goal of any software developer seeking a competitive edge is to meet stakeholders needs and expectations. To achieve this, it is necessary to effectively and accurately manage stakeholders system requirements. The paper…

Software Engineering · Computer Science 2018-03-19 Anupama Prasanth , Sandhia Valsala , Safeeullah Soomro

Portfolio management is an important yet challenging task in AI for FinTech, which aims to allocate investors' budgets among different assets to balance the risk and return of an investment. In this study, we propose a general…

Portfolio Management · Quantitative Finance 2024-12-05 Liwei Deng , Tianfu Wang , Yan Zhao , Kai Zheng

Consider an actor making selection decisions using a series of classifiers, which we term a sequential screening process. The early stages filter out some applicants, and in the final stage an expensive but accurate test is applied to the…

Machine Learning · Computer Science 2022-03-16 Avrim Blum , Kevin Stangl , Ali Vakilian

The project managers who deal with risk management are often faced with the difficult task of determining the relative importance of the various sources of risk that affect the project. This prioritisation is crucial to direct management…

Risk Management · Quantitative Finance 2024-06-03 Fernando Acebes , José Manuel González-Varona , Adolfo López-Paredes , Javier Pajares

In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived…

Portfolio Management · Quantitative Finance 2021-11-23 Yajie Yang , Longfeng Zhao , Lin Chen , Chao Wang , Jihui Han

Deployment of emerging technologies and rapid change in industries has created a lot of risk for initiating the new projects. Many techniques and suggestions have been introduced but still lack the gap from various prospective. This paper…

Risk Management · Quantitative Finance 2012-10-09 Abdul Razaque , Christian Bach , Nyembo salama , Aziz Alotaibi

The analysis of screening experiments is often done in two stages, starting with factor selection via an analysis under a main effects model. The success of this first stage is influenced by three components: (1) main effect estimators'…

Methodology · Statistics 2024-03-19 Jonathan W. Stallrich , Michael McKibben

Obtaining a viable schedule baseline that meets all project constraints is one of the main issues for project managers. The literature on this topic focuses mainly on methods to obtain schedules that meet resource restrictions and, more…

General Economics · Economics 2024-06-04 Fernando Acebes , David Poza , Jose M Gonzalez-Varona , Javier Pajares , Adolfo Lopez-Paredes

This paper presents a simulation approach to enhance the performance of heuristics for multi-project scheduling. Unlike other heuristics available in the literature that use only one priority criterion for resource allocation, this paper…

Portfolio Management · Quantitative Finance 2024-06-05 Pablo Alvarez-Campana , Felix Villafanez , Fernando Acebes , David Poza

Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…

Statistics Theory · Mathematics 2007-06-13 Hock Peng Chan , Cheng-Der Fuh , Inchi Hu

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Artificial Intelligence · Computer Science 2013-02-08 Carla P. Gomes , Bart Selman

In this work, we explore the possibility of utilizing transfer learning techniques to address the financial portfolio optimization problem. We introduce a novel concept called "transfer risk", within the optimization framework of transfer…

Portfolio Management · Quantitative Finance 2023-07-26 Haoyang Cao , Haotian Gu , Xin Guo , Mathieu Rosenbaum

We consider a principal agent project selection problem with asymmetric information. There are $N$ projects and the principal must select exactly one of them. Each project provides some profit to the principal and some payoff to the agent…

Theoretical Economics · Economics 2025-04-15 Sumit Goel , Wade Hann-Caruthers

Answer selection is a task to choose the positive answers from a pool of candidate answers for a given question. In this paper, we propose a novel strategy for answer selection, called hierarchical ranking. We introduce three levels of…

Computation and Language · Computer Science 2021-02-02 Hang Gao , Mengting Hu , Renhong Cheng , Tiegang Gao

Once there is a decision of rebalancing or updating a portfolio of funds, the process of changing the current portfolio to the target one, involves a set of transactions that are susceptible of being optimized. This is particularly relevant…

Portfolio Management · Quantitative Finance 2023-11-29 Tomás de la Rosa

In multi-criteria decision analysis workshops, participants often appraise the options individually before discussing the scoring as a group. The individual appraisals lead to score ranges within which the group then seeks the necessary…

General Economics · Economics 2020-12-29 Tom Pape

The initial phase in real world engineering optimization and design is a process of discovery in which not all requirements can be made in advance, or are hard to formalize. Quality diversity algorithms, which produce a variety of high…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Alexander Asteroth , Thomas Bäck

Annual oil and gas exploration planning involves selecting a limited portfolio of drilling and appraisal-related projects before geological outcomes are known. This decision is affected by uncertainties in geological success, reserve size,…

Optimization and Control · Mathematics 2026-05-27 Junyi Cui