Abstract: In this decade the classical computers can surpass the computational power anticipated using quantum computers, bringing transformative advancements across multiple industries, with finance ...

Abstract: Portfolio optimization that allows the borrowed money from a loan to be invested in risk assets is formulated as a data-driven optimization problem called POL_P. Then, in order to reflect ...

Abstract: Robust multiobjective optimization problems (RMOPs) widely exist in real-world applications, which introduce a variety of uncertainty in optimization models. While some evolutionary ...

Abstract: This study explores the use of a data-driven investment strategy that can improve profit yield by automatically placing orders. This study examines the usefulness of using historical data to ...

Abstract: Mathematical optimization is now widely regarded as an indispensable modeling and solution tool for the design of wireless communications systems. While optimization has played a significant ...

Rob Reiner and his wife, Michele Singer Reiner, were enjoying loving dinners and TV time with their children just weeks before being violently stabbed to death. Cinematographer Barry Markowitz, one of ...

Abstract: The focus of this project will be to develop a general optimization framework for optimal investment portfolios within the proximal gradient method, a suitable algorithm to solve non-smooth ...

ABSTRACT: Despite forming an integral part of literature and practitioner knowledge, Markowitz-based optimization has been shown to suffer severe drawbacks of estimation errors and sensitivity to ...

A useful toolkit provides multiple ways to tackle a task. Similarly, a diversified portfolio that holds a variety of assets—stocks, bonds, cash, and more—allows you to cope with volatile markets while ...

Abstract: This paper explores advanced portfolio optimization strategies using copula and GARCH models to enhance risk management and profitability in the European stock market. By utilizing ...