Theoretical and practical foundations of liquidity-adjusted value-at-risk (lvar) : optimization algorithms for portfolios selection and management / Mazin A. M. Al Janabi -- Financial analysis for mobile and cloud applications / Jennifer Brodmann and Makeen Huda -- Eye movement study of...

Portfolio risk management plays an important role in successful investments. Portfolio standard deviation, value-at-risk, expected shortfall, and maximum absolute deviation are widely used portfolio risk measures. However, the existing portfolio risk measures are vulnerable to larger skewness...

In the classic mean-variance portfolio theory as proposed by Harry Markowitz, the weights of the optimized portfolios are directly proportional to the inverse of the asset correlation matrix. However, most of contemporary portfolio optimization research focuses on optimizing the correlation...

Investors interested in the global financial market have to analyze financial securities internationally. The optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This paper investigates the big data challenges of two mean-variance...

PART 1. INTRODUCTION AND ANALYTICS MODELS -- Retraining and Reskilling Financial Participators in the Digital Age -- Basics of Financial Data Analytics -- Predictive Analytics Techniques: Theory and Applications in Finance -- Prescriptive Analytics Techniques: Theory and Applications in Finance...