相关论文: Project portfolio selection: Multi-criteria analys…

Project managers play a crucial role in the success of projects. The selection of an appropriate project manager is a primary concern for senior managers in firms. Typically, this process involves candidate interviews and assessments of…

Product diversity is one of the prominent factors for customers' satisfaction, while from the firms' perspective, the additional engineering costs required for product diversity should not exceed the acquired profits from the increase in…

In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper,…

This paper is concerned with portfolio optimization models for creating high-quality lists of recommended items to balance the accuracy and diversity of recommendations. However, the statistics (i.e., expectation and covariance of ratings)…

There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined with a good, robust management strategy is the key to…

In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of securities. If the prices of securities change, the investor…

We propose a new way of building portfolios of cryptocurrencies that provide good diversification properties to investors. First, we seek to filter these digital assets by creating some clusters based on their path signature. The goal is to…

Managing software development productivity and effort are key issues in software organizations. Identifying the most relevant factors influencing project performance is essential for implementing business strategies by selecting and…

Iterative peer grading activities may keep students engaged during in-class project presentations. Effective methods for collecting and aggregating peer assessment data are essential. Students tend to grade projects favorably. So, while…

The basic financial purpose of an enterprise is maximization of its value. Trade credit management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial…

The real options approach is now considered an effective alternative to the corporate DCF model for a feasibility study. The current paper offers a practical methodology employing binomial trees and real options techniques for evaluating…

We introduce an end-to-end model of participatory budgeting grounded in social choice theory. This model accounts for both the first stage, in which participants propose projects to be shortlisted, and the second stage, in which they vote…

Kelly's Criterion is well known among gamblers and investors as a method for maximizing the returns one would expect to observe over long periods of betting or investing. These ideas are conspicuously absent from portfolio optimization…

Portfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years. We…

In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some well-known risk-based models in which the estimation of…

Shortlisting is the task of reducing a long list of alternatives to a (smaller) set of best or most suitable alternatives. Shortlisting is often used in the nomination process of awards or in recommender systems to display featured objects.…

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…

Utilizing market forecasts is pivotal in optimizing portfolio selection strategies. We introduce DeepClair, a novel framework for portfolio selection. DeepClair leverages a transformer-based time-series forecasting model to predict market…

One of the most valuable assets of an organization is its organizational data. The analysis and mining of this potential hidden treasure can lead to much added-value for the organization. Process mining is an emerging area that can be…

Operational decisions in healthcare, logistics, and public policy increasingly involve algorithms that recommend candidate solutions, such as treatment plans, delivery routes, or policy options, while leaving the final choice to human…