Narrow search
Showing 1 - 4 of 4
Cover Image
Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures
Janabi, Mazin A. M. al - In: Artificial intelligence and big data for financial risk …, (pp. 92-122). 2023
Persistent link: https://www.econbiz.de/10014265661
Cover Image
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A. M. al; Hernandez, Jose Arreola; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1121-1131
Persistent link: https://www.econbiz.de/10011695589
Cover Image
Method development aspects of liquidity risk modelling : dynamic algorithms for reinforcement machine learning under crisis market perspectives
Janabi, Mazin A. M. al - In: Corporate risk management after the COVID-19 crisis, (pp. 65-93). 2024
Persistent link: https://www.econbiz.de/10014438861
Cover Image
Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Janabi, Mazin A. M. al - In: Studies in economics and finance 40 (2023) 1, pp. 112-137
Persistent link: https://www.econbiz.de/10013503886