The allocation of resources to alternative investment opportunities is one of the most
important decisions organizations and individuals face. These decisions can be guided by …

As a new data representation in the big data era, a multi-scale decision information system
(MSDIS) realizes “multi-level, multi-angle and multi-view” evaluations in various problems …

In portfolio optimization, the computational complexity of implementing almost stochastic
dominance has limited its practical applications. In this study, we introduce an optimization …

This paper compares the performances of stock selection methods developed by artificial
neural network (ANN), second order stochastic dominance (SSD), and Markowitz portfolio …

Portfolio decision analysis models support decisions on the allocation of resources among
assets with uncertain outcomes (eg, investments, projects or stocks). These models require …

New diversification strategies, along with other naive strategies as 1/N portfolios, have been
proposed in the literature as a method for overcoming concentration limitations of the mean …

Online portfolio selection is attracting increasing attention in both artificial intelligence and
finance communities due to its efficiency and practicability in deriving optimal investment …

Abstract Second-order Stochastic Dominance (SSD) criterion can be used to support
portfolio decision making under risk and uncertainty. In this paper, we develop novel robust …

This paper seeks to analyze the information flow between the Bourse Régionale des
Valeurs Mobilières (BRVM) and Environmental, Social, and Governance (ESG) stocks …

Robust optimization suffers from excessive conservatism and infeasibility due to stringent
requirements on all constraints within the uncertainty set, rendering robust solutions …