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

We propose a new method for analyzing a set of parameters in a multiple criteria ranking method. Unlike the existing techniques, we do not use any optimization technique, instead incorporating and extending a Segmenting Description…

Algorithmic fairness in the context of personalized recommendation presents significantly different challenges to those commonly encountered in classification tasks. Researchers studying classification have generally considered fairness to…

Online portfolio selection is an integral componentof wealth management. The fundamental undertaking is tomaximise returns while minimising risk given investor con-straints. We aim to examine and improve modern strategiesto generate higher…

We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market…

Strategic project planning and dynamic control are essential to ensure that complex projects are both prepared and executed best-fit-for-common-purpose, guided by three interrelated strategies: (1) Agreeing First, (2) Acting Feasibly, and…

This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…

Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…

Multi-criteria decision making (MCDM) is necessary for choosing one from the available alternatives (or from the obtained Pareto-optimal solutions for multi-objective optimization), where the performance of each alternative is quantified…

This study first reviews fuzzy random Portfolio selection theory and describes the concept of portfolio optimization model as a useful instrument for helping finance practitioners and researchers. Second, this paper specifically aims at…

High-dimensional datasets depict a challenge for learning tasks in data mining and machine learning. Feature selection is an effective technique in dealing with dimensionality reduction. It is often an essential data processing step prior…

Shortlisting is the process of selecting a subset of alternatives from a larger pool for further consideration or final decision-making. It is widely applied in social choice and multi-agent system scenarios. The growing demand for…

This study examines portfolio selection using predictive models for portfolio returns. Portfolio selection is a fundamental task in finance, and a variety of methods have been developed to achieve this goal. For instance, the mean-variance…

Software development projects management is a complex endeavor because it requires dealing with numerous unforeseen events that constantly arise along the way and that go against the expectations that had been established at the beginning.…

All people have to make risky decisions in everyday life. And we do not know how true they are. But is it possible to mathematically assess the correctness of our choice? This article discusses the model of decision making under risk on the…

This survey is an introduction to asymptotic methods for portfolio-choice problems with small transaction costs. We outline how to derive the corresponding dynamic programming equations and simplify them in the small-cost limit. This allows…

This survey reviews portfolio choice in settings where investment opportunities are stochastic due to, e.g., stochastic volatility or return predictability. It is explained how to heuristically compute candidate optimal portfolios using…

Executing various sequences of system functions in a system under test represents one of the primary techniques in software testing. The natural way to create effective, consistent and efficient test sequences is to model the system under…

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of…

In this work, we introduce Modern Portfolio Theory using basic concepts from linear algebra, differential calculus, statistics, and optimization. This theory allows us to measure the return and risk of an investment portfolio, serving as a…

Portfolio optimization has been an area that has attracted considerable attention from the financial research community. Designing a profitable portfolio is a challenging task involving precise forecasting of future stock returns and risks.…