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Doubly elastic net regularized online portfolio optimization with transaction costs
Online portfolio optimization with transaction costs is a big challenge in large-scale intelligent computing community, since its undersample from...
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Examining the superiority of the Sharpe single-index model of portfolio selection: A study of the Indian mid-cap sector
The purpose of the article was to examine the superiority and efficacy of Sharpe’s single-index model of portfolio optimisation. The study has...
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Best practices for portfolio optimization by quantum computing, experimented on real quantum devices
In finance, portfolio optimization aims at finding optimal investments maximizing a trade-off between return and risks, given some constraints....
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The impact of regulation-based constraints on portfolio selection: The Spanish case
Discussion about the effect of constraints in portfolio selection is a popular topic in finance. In this paper, we test the portfolio performance...
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COVID-19 non-pharmaceutical intervention portfolio effectiveness and risk communication predominance
Non-pharmaceutical interventions (NPIs) including resource allocation, risk communication, social distancing and travel restriction, are mainstream...
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Systemic stress test model for shared portfolio networks
We propose a dynamic model for systemic risk using a bipartite network of banks and assets in which the weight of links and node attributes vary over...
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Safeguarding China’s long-term sustainability against systemic disruptors
China’s long-term sustainability faces socioeconomic and environmental uncertainties. We identify five key systemic risk drivers, called disruptors ,...
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Enhancing combinatorial optimization with classical and quantum generative models
Devising an efficient exploration of the search space is one of the key challenges in the design of combinatorial optimization algorithms. Here, we...
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A systematic review of investment indicators and economic growth in Nigeria
Most develo** countries, including Nigeria, are stuck in a vicious cycle of low investment caused by insufficient domestic savings, resulting in...
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Forecasting stock prices changes using long-short term memory neural network with symbolic genetic programming
This study introduces an augmented Long-Short Term Memory (LSTM) neural network architecture, integrating Symbolic Genetic Programming (SGP), with...
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Investments in the Asian water sector: an analysis based on the DCC-GARCH model
The availability of potable water is a challenging issue for many Asian countries where economies are still expanding and the population is growing....
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Doing well by doing good with the performance of United Nations Global Compact Climate Change Champions
Are Climate Change Champions favorable to investors? This is the first study of portfolio performance of a fourth generation SRI screening strategy...
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Dynamic information spillover between Chinese carbon and stock markets under extreme weather shocks
The present study aims to investigate the dynamic information spillover relationship between Chinese carbon and stock markets, as well as the impact...
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Mobilization of science advice by the Canadian federal government to support the COVID-19 pandemic response
The procurement and provision of expert-driven, evidence-informed, and independent science advice is integral to timely decision-making during public...
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A systematic review and meta-analysis of unimodal and multimodal predation risk assessment in birds
Despite a wealth of studies documenting prey responses to perceived predation risk, researchers have only recently begun to consider how prey...
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New drugs and stock market: a machine learning framework for predicting pharma market reaction to clinical trial announcements
Pharmaceutical companies operate in a strictly regulated and highly risky environment in which a single slip can lead to serious financial...
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Systematic review and meta-analysis of birth outcomes in women with polycystic ovary syndrome
It is unclear whether polycystic ovary syndrome (PCOS) is an independent risk factor for adverse birth outcomes in the offspring of affected women....
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Epidemiology and clinical characteristics of interstitial lung disease in patients with rheumatoid arthritis from the JointMan database
Interstitial lung disease (ILD) is a progressive fibrotic disease associated with rheumatoid arthritis (RA); real-world data for evaluating...
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Hybrid quantum investment optimization with minimal holding period
In this paper we propose a hybrid quantum-classical algorithm for dynamic portfolio optimization with minimal holding period. Our algorithm is based...
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Child wasting and concurrent stunting in low- and middle-income countries
Sustainable Development Goal 2.2—to end malnutrition by 2030—includes the elimination of child wasting, defined as a weight-for-length z -score that...
