Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...

A differentiating attribute of software companies is the way they integrate customer feedback into product development. Software is designed and built so that its use creates actionable data, which is ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

The integration of behavioural finance with portfolio optimization represents an evolving frontier in financial research. Traditional portfolio theory, predicated on rational, utility-maximising ...

The investment industry is undergoing a transformation that is largely attributable to technological advancements. Investors will benefit from a basic understanding of ML algorithms and the impact ...

Does the term “portfolio optimization” sound intimidating? Does the arithmetical or computational aspect bring back the terror of high school math class? Rest ...

Ingersoll Rand pays out a small dividend, which allows them to utilize FCF to grow. The company has outperformed the S&P 500 over the past 5 years. Optimization of Ingersoll's portfolio has enabled ...

Harry Markowitz won a Nobel Prize in Economics in 1990 for his work on a theory of portfolio management for individual wealth holders. Since that time, Modern Portfolio Theory (MPT) has become the ...