Using the constituent stocks of the iShares MSCI US ESG Select Index ETF, a matrix of
technical indicators, returns, and covariance is incorporated to represent the inherent …

The index tracking problem consists of constructing a portfolio that has the closest
performance of a given index as possible, with fewer assets in its composition. When …

Trajectory tracking on a low-speed vehicle using the model predictive control (MPC)
algorithm usually assumes a simple road terrain. This assumption does not correspond to …

This paper proposes a generalization of Markowitz model that incorporates skewness and
kurtosis into the classical mean–variance allocation framework. The principal appeal of the …

In this paper we study the numerical stability of the closed form solution of the classical
portfolio optimization problem. Such explicit solution relies upon a technical symmetric …

Operations Research deals with the development of mathematical models and methods for
making effective decisions, often in synergy with Artificial Intelligence and other fields of …

In this paper, the Full Markowitz Model will be used to compare different investment
portfolios and make suggestions for investors on their investment decision-making process …