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

We develop a new analysis for portfolio optimisation with options, tackling the three fundamental issues with this problem: asymmetric options' distributions, high dimensionality and dependence structure. To do so, we propose a new…

A group sequential clinical trial design can be an attractive option when planning a pivotal trial as this approach has the ability to stop the trial early for success, whilst also being well accepted from a regulatory review perspective.…

The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the investment world and prompted the success and prevalence of…

Portfolio selection involves optimizing simultaneously financial goals such as risk, return and Sharpe ratio. This problem holds considerable importance in economics. However, little has been studied related to the nonconvexity of the…

Effort Estimation has always been a challenging task for the Project managers. Many researchers have tried to help them by creating different types of models. This has been already proved that none is successful for all types of projects…

This paper presents the first multistakeholder approach for translating diverse stakeholder values into an evaluation metric setup for Recommender Systems (RecSys) in digital archives. While commercial platforms mainly rely on engagement…

Many pharmaceutical companies face concerns with the maintenance of desired revenue levels. Sales forecasts for the current portfolio of products and projects may indicate a decline in revenue as the marketed products approach patent…

As software projects are very diverse, each software development process must be adjusted to the needs of the project and the corresponding development team. Frequently, we find different methods and practices combined in a so-called hybrid…

The work presented in this paper is related to the area of situational method engineering (SME). In this domain, approaches are developed accordingly to specific project specifications. We propose to adapt an existing method construction…

Stock price prediction is a challenging task and a lot of propositions exist in the literature in this area. Portfolio construction is a process of choosing a group of stocks and investing in them optimally to maximize the return while…

Collaborative filtering is one of the most used approaches for providing recommendations in various online environments. Even though collaborative recommendation methods have been widely utilized due to their simplicity and ease of use,…

Reject inference comprises techniques to infer the possible repayment behavior of rejected cases. In this paper, we model credit in a brand new view by capturing the sequential pattern of interactions among multiple stages of loan business…

Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not…

The voting process is formalized as a multistage voting model with successive alternative elimination. A finite number of agents vote for one of the alternatives each round subject to their preferences. If the number of votes given to the…

The aim of this study is to develop a method that would enable the company to prioritize the means contributing the most to its performance. The proposed method is based on the profit margin (an economical performance measure of the…

Traditional recommender systems primarily rely on a single type of user-item interaction, such as item purchases or ratings, to predict user preferences. However, in real-world scenarios, users engage in a variety of behaviors, such as…

In this article, inspired by Shi, et al. we investigate the optimal portfolio selection with one risk-free asset and one risky asset in a multiple period setting under cumulative prospect theory (CPT). Compared with their study, our novelty…

We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolios that achieve the optimal expected growth in i.i.d.…

Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various…

As the first phase in the Business Process Management (BPM) lifecycle, process identification addresses the problem of identifying which processes to prioritize for improvement. Process selection plays a critical role in this phase, but it…