The main contribution of the paper is to unveil the role of the network structure in the financial
markets to improve the portfolio selection process, where nodes indicate securities and …

We consider a bivariate normal distribution with linear correlation $$\rho $$ ρ whose random
components are discretized according to two assigned sets of thresholds. On the resulting …

The Malaysian Palm Oil Board (MPOB) has developed a motorized cutter popularly known as
CantasTM for harvesting fresh fruit bunches (FFB) at less than 4.5 m height. CantasTM is a …

Since hedge fund returns are not normally distributed, mean-variance optimization techniques
are not appropriate and should be replaced by optimization procedures incorporating …

In this paper, we investigate empirically the effect of using higher moments in portfolio
allocation when parametric and nonparametric models are used. The nonparametric model …

Forecasting accurate future price is very important in financial sector. An optimized Support
Vector Machine (SVM) based on Particle Swarm Optimization (PSO) is introduced in …

We analyze a methodology for portfolio selection based on the independent component
analysis. In this paper parametric and non-parametric approaches are used for capturing the …

Machine Learning is part of Artificial Intelligence that has the ability to make future forecastings
based on the previous experience. Methods has been proposed to construct models …

This paper dissects the dynamics of the hedge fund industry with four financial markets,
including the equity market, commodities, currencies, and debt market by employing a large …

In the equity context different Smart Beta strategies (such as the equally weighted, global
minimum variance, equal risk contribution and maximum diversified ratio) have been proposed …