Portfolio optimization problem: a taxonomic review of solution methodologies

ZX Loke, SL Goh, G Kendall, S Abdullah… - IEEE Access, 2023 - ieeexplore.ieee.org
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 …

[HTML][HTML] The adoption of the e-portfolio management system in the Technical and Vocational Training Corporation (TVTC) in Saudi Arabia

SM Alshahrani, H Mohamed, M Mukhtar… - International Journal of …, 2023 - Elsevier
Abstract The Electronic Portfolio Management System (EPMS) is one such system, but
despite its importance, its extensive adoption among institutions remains low because the …

Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy

C Zhang, X Gong, J Zhang, Z Chen - Journal of International Financial …, 2023 - Elsevier
Portfolio allocation is an important research branch in the realm of financial management
and financial engineering. In this paper, a dynamic portfolio allocation problem considering …

Developing a smart stock trading system equipped with a novel risk control mechanism for investors with different risk appetites

H Eskandari, A Sadegheih, HK Zare, MM Lotfi - Expert Systems with …, 2022 - Elsevier
Due to the increasing complexity of financial markets and the importance of prompt decision-
making in these markets, the use of smart trading systems by investors and capital market …

Two classes of granular solutions and related optimality conditions for interval type-2 fuzzy optimization

J Zhang, Z Xu, F Feng, RR Yager - Information Sciences, 2022 - Elsevier
Interval type-2 fuzzy optimization models have become increasingly attractive and useful in
various practical applications. Nonetheless, there israre discussion on the optimality …

[HTML][HTML] A novel adjusted learning algorithm for online portfolio selection using peak price tracking approach

HL Dai, CY Huang, HM Dai, FT Lai, XT Lv… - Decision Analytics …, 2023 - Elsevier
Abstract Online Portfolio Selection (OLPS) has attracted extensive interest in recent years.
Accurate prediction of future prices and determining the optimal portfolio selection strategy …

Novel online portfolio selection algorithm using deep sequence features and reversal information

HL Dai, FT Lai, CY Huang, XT Lv, FS Zaidi - Expert Systems with …, 2024 - Elsevier
Computational finance combines machine learning with financial needs to provide more
efficient solutions for investment analysis and automated trading. In previous studies …

A hybrid fuzzy-SCOOT algorithm to optimize possibilistic mean semi-absolute deviation model for optimal portfolio selection

JK Pahade, M Jha - International Journal of Fuzzy Systems, 2022 - Springer
The uncertainty associated with the financial domain in modern portfolio selection problems
can be overcome by using fuzzy set theory. The portfolio is modified in this paper using the …

A Fuzzy Rule-based System for Portfolio Selection using Technical Analysis

AZ Khan, P Gupta, MK Mehlawat - IEEE Transactions on Fuzzy …, 2024 - ieeexplore.ieee.org
In this paper, we propose an automatic trading system for portfolio selection that
incorporates an investor's trading strategy (aggressive, conservative, or neutral). The system …

Quantum Finance and Fuzzy Reinforcement Learning-Based Multi-agent Trading System

C Cheng, B Chen, Z Xiao, RST Lee - International Journal of Fuzzy …, 2024 - Springer
In a volatile stock market, an investor's long-term goal involves determining the most
effective buying, selling strategies, and money management techniques in order to …