Portfolio optimisation and risk management form the bedrock of modern financial strategy, seeking to balance potential returns with manageable levels of risk. Building on the foundational work of ...
Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...
The portfolio optimization model has limited impact in practice because of estimation issues when applied to real data. To address this, we adapt two machine learning methods, regularization and cross ...
New technical documentation will help finance professionals leverage MIP technology for advanced portfolio optimization. For over 50 years, mathematical optimization has been a key technology for ...
Portfolio construction is the art (and science) of allocating weights to a collection of assets to achieve a given objective – typically, a target volatility or risk-adjusted return. The Markowitz ...
Enhancing small and medium-sized enterprise factoring: a Stackelberg game-based hybrid pricing model
A hybrid linear pricing model is developed using a min-max approach with a Lévy-frailty multivariate default model, ...
BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC, the leader in decision intelligence technology, is pleased to announce the launch of a dedicated technical documentation resource (“Gurobi ...
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