[HTML][HTML] Generation planning for power companies with hybrid production technologies under multiple renewable energy policies
Increased use of environmentally friendly and energy-efficient transportation, such as
electric vehicles, results in increased demand for power supply, putting pressure on the …
electric vehicles, results in increased demand for power supply, putting pressure on the …
Portfolio optimization problem: a taxonomic review of solution methodologies
This survey paper provides an overview of current developments for the Portfolio
Optimisation Problem (POP) based on articles published from 2018 to 2022. It reviews the …
Optimisation Problem (POP) based on articles published from 2018 to 2022. It reviews the …
A novel approach to incorporate investor's preference in fuzzy multi-objective portfolio selection problem using credibility measure
Investment decision making is usually a multi-objective optimization problem in an uncertain
environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …
environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …
Harnessing a hybrid CNN-LSTM model for portfolio performance: A case study on stock selection and optimization
Portfolio theory underpins portfolio management, a much-researched yet uncharted field.
This research suggests a collective framework combined with the essence of deep learning …
This research suggests a collective framework combined with the essence of deep learning …
Portfolio selection as a multicriteria group decision making in Pythagorean fuzzy environment with GRA and FAHP framework
The popularity of mutual funds, which are necessarily portfolios, has been drawing more
attention from the people of India over the last three decades. In a mutual fund, one can …
attention from the people of India over the last three decades. In a mutual fund, one can …
An automatic trading system for fuzzy portfolio optimization problem with sell orders
Y Zhang, W Liu, X Yang - Expert Systems with Applications, 2022 - Elsevier
This paper deals with a portfolio optimization problem with sell orders, in which the investor
will immediately sell the risky assets once their prices reach the preset sell thresholds …
will immediately sell the risky assets once their prices reach the preset sell thresholds …
A novel mathematical approach for fuzzy multi-period multi-objective portfolio optimization problem under uncertain environment and practical constraints
Investment Portfolio Optimization (IPO) is one of the most important problems in the financial
area. Also, one of the most important features of financial markets is their embedded …
area. Also, one of the most important features of financial markets is their embedded …
Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels
X Gong, L Min, C Yu - Applied Soft Computing, 2022 - Elsevier
We discuss the portfolio selection problems in which the uncertainty of future returns and the
heterogeneity of investor attitudes towards the stock market (optimistic–pessimistic–neutral) …
heterogeneity of investor attitudes towards the stock market (optimistic–pessimistic–neutral) …
Predictive multi-period multi-objective portfolio optimization based on higher order moments: Deep learning approach
S Abolmakarem, F Abdi, K Khalili-Damghani… - Computers & Industrial …, 2023 - Elsevier
Abstract We propose a Multi-Period Multi-Objective Portfolio Optimization model (MPMOPO).
We used deep-learning approach to predict future behavior of stock returns. We consider …
We used deep-learning approach to predict future behavior of stock returns. We consider …
An improved deep temporal convolutional network for new energy stock index prediction
W Chen, N An, M Jiang, L Jia - Information Sciences, 2024 - Elsevier
Accurate prediction of the stock indexes in the new energy market is of significant
importance to both investors and policymakers. However, in response to the volatility and …
importance to both investors and policymakers. However, in response to the volatility and …