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Innovation Strategy as Project Portfolio Management
Chapter 6 showed how project portfolio management has a key role within the formulation of an innovation...
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Portfolio dynamic trading strategies using deep reinforcement learning
Using the constituent stocks of the iShares MSCI US ESG Select Index ETF, a matrix of technical indicators, returns, and covariance is incorporated...
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Portfolio allocation with CEEMDAN denoising algorithm
Effective denoising strategies are increasingly important for portfolio investors. Considering that the common ensemble empirical mode decomposition...
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Cryptocurrency Portfolio Management Based on Usage Characteristics Criteria Applying R-Vine Copula
This study proposes cryptocurrency portfolio management with asset selection based on usage criteria, as the direction of price variations between...
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Comparative study of information measures in portfolio optimization problems
This paper presents a rich class of information theoretical measures designed to enhance the accuracy of portfolio risk assessments. The...
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Meta-heuristics for portfolio optimization
Portfolio optimization has been studied extensively by researchers in computer science and finance, with new and novel work frequently published....
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Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation
Achieving an optimal asset allocation strategy is critical for investors aiming to maximize returns while managing risk in a dynamic financial...
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Portfolio Management of Private Islamic Banks: Review of Current State of Affairs, Trends, and Islamic Banking in Malaysia
This study was conducted to identify portfolio management practices of selected Islamic Banks in Malaysia. Based on the findings, the study concluded...
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A Predictive System for Efficient Portfolio Management: An Application of ANN and Technical Indicators
Portfolio management amplifies profit and curtails risk by allocating the assets effectively. In financial market the aim of any investor is to...
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A SAT encoding for the portfolio selection problem
This paper proposes a transformation of the portfolio selection problem into SAT. SAT was the first problem to be shown to be NP-complete, and has...
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Quantum-inspired meta-heuristic approaches for a constrained portfolio optimization problem
Portfolio optimization has long been a challenging proposition and a widely studied topic in finance and management. It involves selecting and...
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Knowledge Management of Private Banks as an Asset Improved by Artificial Intelligence Discipline—Applied to Strategic McKinsey Portfolio Concept as Part of the Portfolio Management
As first part of the scope of this publishing item it is to demonstrate a possibility to support the evolution of the knowledge management discipline...
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Portfolio Management Decision Support System Using Cryptocurrencies and Traditional Assets in Indian Context
The paper attempts to develop a portfolio management decision support system (PMDSS) to help the investors to ensure portfolio optimization in Indian...
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A Genetic Algorithm Approach for Portfolio Optimization
For many investors, investing in the capital market can be quite challenging. It involves the task of accurately selecting and allocating funds to...
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Modeling of Project Portfolio Management Process in Banking
In the paper, the authors propose to use a process approach and machine learning methods, namely Logical Regression, Random Forest, and XGboost...
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Multi-objective approaches to portfolio optimization with market impact costs
Market impact costs are important factors to portfolio management, which always lead to adverse price fluctuations in trading. As the practical...
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A multi-period fuzzy portfolio optimization model with investors’ loss aversion
This paper considers the problem of how to construct the optimal multi-period portfolio for investors with loss aversion in fuzzy environment....
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Portfolio Management of SET50 Stocks Using Deep Reinforcement Learning Methods
In this article, we propose a reinforcement learning method for develo** a stock trading strategy while optimizing investment return. Using the...
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Fuzzy Portfolio with a Novel Power Membership Function Based on GARCH and Black–Litterman Model
We construct a fuzzy mean-semi-absolute deviation portfolio with novel power membership functions. The portfolio return is measured by the...
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Production Portfolio Theory II—First Steps Towards a General Portfolio Theory and Numerical Examplifications
This paper formalises the Production Portfolio Theory in more statistical and application-oriented detail, gives the first steps towards a General...