Equilibrium selection for multi-portfolio optimization

2021 ◽  
Author(s):  
Lorenzo Lampariello ◽  
Christoph Neumann ◽  
Jacopo M. Ricci ◽  
Simone Sagratella ◽  
Oliver Stein
Keyword(s):  
Portfolio Optimization ◽  
Equilibrium Selection ◽  
Selection For

scholarly journals Feature selection for portfolio optimization

2016 ◽  
Vol 256 (1) ◽  
pp. 21-40 ◽  
Author(s):  
Thomas Trier Bjerring ◽  
Omri Ross ◽  
Alex Weissensteiner
Keyword(s):  
Feature Selection ◽  
Portfolio Optimization ◽  
Selection For

scholarly journals Strategic Particle Swarm Inertia Selection for Electricity Markets Participation Portfolio Optimization

2018 ◽  
Vol 32 (7-8) ◽  
pp. 745-767 ◽  
Author(s):  
Ricardo Faia ◽  
Tiago Pinto ◽  
Zita Vale ◽  
Juan Manuel Corchado
Keyword(s):  
Portfolio Optimization ◽  
Electricity Markets ◽  
Particle Swarm ◽  
Selection For

On the Correlated Equilibrium Selection for Two-User Channel Access Games

2009 ◽  
Vol 16 (3) ◽  
pp. 156-159 ◽  
Author(s):  
Zhichu Lin ◽  
Mihaela van der Schaar
Keyword(s):  
Equilibrium Selection ◽  
Correlated Equilibrium ◽  
Channel Access ◽  
Selection For

scholarly journals Privacy and Truthful Equilibrium Selection for Aggregative Games

2015 ◽  
pp. 286-299 ◽  
Author(s):  
Rachel Cummings ◽  
Michael Kearns ◽  
Aaron Roth ◽  
Zhiwei Steven Wu
Keyword(s):  
Equilibrium Selection ◽  
Aggregative Games ◽  
Selection For

scholarly journals Pharmaceutical portfolio optimization under cost uncertainty via chance constrained-type method

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Maboubeh Farid ◽  
Abraar Chaudhry ◽  
Magnus Ytterstad ◽  
Stig Johan Wiklund
Keyword(s):  
Drug Development ◽  
Portfolio Optimization ◽  
Stochastic Approach ◽  
Pharmaceutical Companies ◽  
Type Method ◽  
Annual Budget ◽  
Selection For ◽  
Portfolio Optimization Problem ◽  
Multi Phase ◽  
The Cost

AbstractProject selection for a portfolio is a pivotal decision in the pharmaceutical industry. In this paper, we study a portfolio optimization problem for pharmaceutical companies considering the uncertainty of the cost of each phase of drug development and the specific value of the annual budget. The presented optimization model is suitable to make investment decisions for multi-phase drug development projects and a stochastic approach is applied to handle the uncertainty in the model. Post-optimality analysis for annual budget is studied. An illustrative example is included to demonstrate the presented approach.

scholarly journals Feature Selection for Portfolio Optimization

2015 ◽  
Author(s):  
Thomas Trier Bjerring ◽  
Omri Ross ◽  
Alex Weissensteiner
Keyword(s):  
Feature Selection ◽  
Portfolio Optimization ◽  
Selection For
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