Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …

The rapid expansion of artificial intelligence (AI) technologies presents novel technical
solutions to traditional accounting and finance problems. Despite this, scholars in …

Stock market trading has been a subject of interest to investors, academicians, and
researchers. Analysis of the inherent non-linear characteristics of stock market data is a …

In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

Portfolio optimization has been studied extensively by researchers in computer science and
finance, with new and novel work frequently published. Traditional methods, such as …

The influence of Artificial Intelligence is growing, as is the need to make it as explainable as
possible. Explainability is one of the main obstacles that AI faces today on the way to more …

One of the main features to invest in stock exchange companies is their financial
performance. On the other hand, conventional evaluation methods such as data …

Portfolio optimization with cardinality constraints turns out to be a mixed-integer quadratic
programming problem which is proven to be NP-Complete that limits the efficiency of exact …

In this paper, the future load condition is predicted by proposing an effective single-layer
Black Widow Optimization based Functional Link Artificial Neural Network (BWO-FLANN) …

Paper aims To do a comprehensive review of the exact and heuristic methods,
software/programming languages, constraints, and types of analysis (technical and …