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In this paper, we will initially go through the results of assessment in mathematics according to the international assessment programs PISA, TIMSS (2003), with respect to students' portfolios. Furthermore, we will present the forms and the…
We propose a multi-criteria Composite Index Method (CIM) to compare the performance of alternative approaches to solving an optimization problem. The CIM is convenient in those situations when neither approach dominates the other when…
Introductory algebra-based physics courses frequently feature multiple student major populations in the same course section, however, different majors' requirements may impact students' motivations towards different aspects of the course…
This paper introduces a novel evaluation methodology for entity resolution algorithms. It is motivated by PatentsView.org, a U.S. Patents and Trademarks Office patent data exploration tool that disambiguates patent inventors using an entity…
Researchers have typically concentrated on analyzing what happens internally in a complex network and using this to distinguish between nodes. However, there has been less effort towards comparing between different networks. In this paper,…
In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relation. Based on the satisfaction index, we propose an approach to…
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma…
Feature-based algorithm selection aims to automatically find the best one from a portfolio of optimization algorithms on an unseen problem based on its landscape features. Feature-based algorithm selection has recently received attention in…
Portfolio optimization is an important process in finance that consists in finding the optimal asset allocation that maximizes expected returns while minimizing risk. When assets are allocated in discrete units, this is a combinatorial…
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…
Portfolio optimization is a task that investors use to determine the best allocations for their investments, and fund managers implement computational models to help guide their decisions. While one of the most common portfolio optimization…
Utility based methods provide a very general theoretically consistent approach to pricing and hedging of securities in incomplete financial markets. Solving problems in the utility based framework typically involves dynamic programming,…
This paper explores the practical approach to portfolio selection methods for investments. The study delves into portfolio theory, discussing concepts such as expected return, variance, asset correlation, and opportunity sets. It also…
Evaluating how well a whole system or set of subsystems performs is one of the primary objectives of performance testing. We can tell via performance assessment if the architecture implementation meets the design objectives. Performance…
This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. The problem is formulated by optimizing a criterion characterizing the mean-reversion strength of the portfolio…
This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…
Aiming at the current problems of theory-oriented,practice-light,and lack of innovation ability in the teaching of postgraduate software engineering courses,a multi-stage feedback teaching mode for software engineering postgraduates based…
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…
Ranking plays a central role in connecting users and providers in Information Retrieval (IR) systems, making provider-side fairness an important challenge. While recent research has begun to address fairness in ranking, most existing…
In this paper, a heuristic method based on TabuSearch and TokenRing Search is being used in order to solve the Portfolio Optimization Problem. The seminal mean-variance model of Markowitz is being considered with the addition of cardinality…