Sustainable economic development plans have been shattered by the devastating COVID-
19 crisis, which brought about an economic recession. The companies are suffering from …

In forecasting socio-economic processes, it is essential to have tools that are highly
performing, with results as close to reality as possible. Forecasting plays an important role in …

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 …

Abstract Machine learning has been widely applied to predict asset returns and can improve
static portfolio selection model performance by handling complex financial information …

Many data analysis problems can be modeled as a constrained optimization problem
characterized by nonsmooth functionals, often because of the presence of ℓ 1-regularization …

This study presents a novel approach to analyzing the present value of total profit for fixed
and indexed mortgage products in order to determine the optimal mortgage interest rate that …

Online portfolio optimization with transaction costs is a big challenge in large-scale
intelligent computing community, since its undersample from rapidly-changing market and …

Analyzing a portfolio with many assets (stocks) is mathematically challenging. This article
considers a large portfolio within a graph theory framework to obtain a tracking portfolio of …

Considering transaction costs, borrowing constraints, upper and lower bounds, carnality
constraints and bankruptcy control, a novel multi-period predicted mean variance portfolio …

To solve power consumption challenges by using the power of Artificial Intelligence (AI)
techniques, this research presents an innovative hybrid time series forecasting approach …