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This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…

Portfolio Management · Quantitative Finance 2025-02-07 Duy Khanh Lam

Algorithm portfolios represent a strategy of composing multiple heuristic algorithms, each suited to a different class of problems, within a single general solver that will choose the best suited algorithm for each input. This approach…

Artificial Intelligence · Computer Science 2014-05-16 Petr Baudiš

Risk assessment and in particular derivatives pricing is one of the core areas in computational finance and accounts for a sizeable fraction of the global computing resources of the financial industry. We outline a quantum-inspired…

Quantum Physics · Physics 2022-03-08 Michael Kastoryano , Nicola Pancotti

Averting the effects of anthropogenic climate change requires a transition from fossil fuels to low-carbon technology. A way to achieve this is to decarbonize the electricity grid. However, further efforts must be made in other fields such…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Alexander J. M. Kell , A. Stephen McGough , Matthew Forshaw

A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the…

Physics and Society · Physics 2018-09-26 Anthony J. Webster

This study suggests a novel two-stage Mixed-Integer Nonlinear Programming model considering uncertainty related to implementation of carbon dioxide emission regulatory policies, which are carbon trading and emission taxing and can change…

Optimization and Control · Mathematics 2025-02-03 Handan Akülker , Burak Alakent , Erdal Aydin

Portfolio optimization constitutes a cornerstone of risk management by quantifying the risk-return trade-off. Since it inherently depends on accurate parameter estimation under conditions of future uncertainty, the selection of appropriate…

Portfolio Management · Quantitative Finance 2025-08-15 Juchan Kim , Inwoo Tae , Yongjae Lee

Multi-model inference covers a wide range of modern statistical applications such as variable selection, model confidence set, model averaging and variable importance. The performance of multi-model inference depends on the availability of…

Statistics Theory · Mathematics 2019-06-07 Ching-Wei Cheng , Guang Cheng

We build on the theory of capital requirements (CRs) to create a new framework for modeling dynamic risk preferences. The key question is how to evaluate the risk of a payoff stream sequentially as new information is revealed. In our model,…

Optimization and Control · Mathematics 2024-01-12 William B. Haskell , Abhishek Gupta , Shiping Shao

With increases in population, there is a noticeable change across the world in pollution levels. Recently there has been growing demand for renewable energy operated devices boomed. Numerous reasons have led to such growth including lower…

Optimization and Control · Mathematics 2023-03-31 Mahak Bhatia , Aled Williams

Multi-objective portfolio optimisation is a critical problem researched across various fields of study as it achieves the objective of maximising the expected return while minimising the risk of a given portfolio at the same time. However,…

Machine Learning · Computer Science 2023-04-14 Sonia Bullah , Terence L. van Zyl

Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A…

Risk Management · Quantitative Finance 2018-03-01 Yang Wang , Dong Wang , Yaodong Wang , You Zhang

Motivated by practical applications, we explore the constrained multi-period mean-variance portfolio selection problem within a market characterized by a dynamic factor model. This model captures predictability in asset returns driven by…

Portfolio Management · Quantitative Finance 2025-02-26 Jianjun Gao , Chengneng Jin , Yun Shi , Xiangyu Cui

Effective credit risk management is fundamental to financial decision-making, requiring robust models to predict default probabilities and classify financial entities. Traditional machine learning approaches face significant challenges when…

Machine Learning · Computer Science 2026-03-31 Haibo Wang , Jun Huang , Lutfu S. Sua , Figen Balo , Burak Dolar

This study develops an inverse portfolio optimization framework for recovering latent investor preferences including risk aversion, transaction cost sensitivity, and ESG orientation from observed portfolio allocations. Using controlled…

General Finance · Quantitative Finance 2025-10-14 Jinho Cha , Long Pham , Thi Le Hoa Vo , Jaeyoung Cho , Jaejin Lee

This paper proposes an algorithmic trading framework integrating Environmental, Social, and Governance (ESG) ratings with a pairs trading strategy. It addresses the demand for socially responsible investment solutions by developing a unique…

Trading and Market Microstructure · Quantitative Finance 2024-01-29 Eeshaan Dutta , Sarthak Diwan , Siddhartha P. Chakrabarty

Despite being considered a hard-to-abate sector, aviation's emissions will play an important role in long-term climate mitigation of transportation. The introduction of low-carbon energy carriers and the deployment of new aircraft in the…

Computational Engineering, Finance, and Science · Computer Science 2025-12-17 Ian Costa-Alves , Nicolas Gourdain , François Gallard , Anne Gazaix , Yri Amandine Kambiri , Thierry Druot

Most multi-objective optimisation algorithms maintain an archive explicitly or implicitly during their search. Such an archive can be solely used to store high-quality solutions presented to the decision maker, but in many cases may…

Neural and Evolutionary Computing · Computer Science 2023-09-15 Miqing Li , Manuel López-Ibáñez , Xin Yao

This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose a predict-then-bid end-to-end method incorporating the…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Ming Yi , Yiqian Wu , Saud Alghumayjan , James Anderson , Bolun Xu

Portfolio optimization (PO) is a core tool in financial and operational decision-making, typically balancing expected profit and risk. In real-world applications, particularly in the energy sector, decision variables can be expressed as…

Optimization and Control · Mathematics 2026-01-14 Isabel Barros Garcia , Jérémie Messud
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