[HTML][HTML] Renewable energy allocation in Multi-Owned Buildings for Sustainable Transition: A novel Evidence-Based Decision-Making framework

A Poshnath, B Rismanchi, A Rajabifard - Energy and Buildings, 2024 - Elsevier
Abstract Adopting Renewable Energy Systems (RES) in Multi-Owned Buildings (MOBs) is
critical for achieving sustainability goals, yet the equitable allocation of energy from a jointly …

Unifying portfolio diversification measures using Rao's quadratic entropy

B Carmichael, GB Koumou, K Moran - Journal of Quantitative Economics, 2023 - Springer
This paper uses Rao's Quadratic Entropy (RQE), a general measure of diversity of
population, to analyze portfolio diversification. We provide both theoretical and empirical …

Learning fused lasso parameters in portfolio selection via neural networks

S Corsaro, V De Simone, Z Marino, S Scognamiglio - Quality & Quantity, 2024 - Springer
In recent years, fused lasso models are becoming popular in several fields, such as
computer vision, classification and finance. In portfolio selection, they can be used to …

The Reasons why Maximum Diversification is Better than Minimum Risk, also in Terms of Risk

P Uberti, ML Torrente - Available at SSRN 4953539, 2024 - papers.ssrn.com
In well defined experimental settings, we evaluate the out-of-sample performance of two
asset allocation paradigms: minimum risk and maximum diversification. The experiment is …