This paper describes a portfolio optimization system by using Neuro-Fuzzy framework in order to manage stock portfolio. It is great importance to stock investors and applied researchers. The proposed portfolio optimization approach Neuro-Fuzzy System reasoning in order to make a more yields from the stock portfolio, and hence maximize return and minimize risk of a stock portfolio through divers...

The popularity of data centers in scientific computing has led to new architectures, new workload structures, and growing customerbases. As a consequence, the selection of efficient scheduling algorithms for the data center is an increasingly costlier and more difficult challenge. To address this challenge, and contrasting previous work on scheduling for scientific workloads, we focus in this w...

Recent advances in modern finance theory and decision science are being utilized in a more systematic fashion by the upstream petroleum industry. Corporate planning groups as well as business units in oil companies are increasingly applying techniques such as decision analysis, simulation, portfolio management, and real options analysis to improve the overall decision making and capital allocat...

This paper deals with portfolio efficiency testing with respect to second-order stochastic dominance (SSD) criteria. Unlike the pair-wise tests the portfolio efficiency tests allow for full diversification across the assets. As usual in SSD testing, the returns of assets are modeled by scenarios. We apply a computationally attractive method to test whether a US market portfolio, proxied by CRSP...

Portfolio optimization requires the minimal risk with certain expected return. The risk structure of securities, such as their exposure to countries, industrial sectors, or commodity/factor, have to be characterized, and then the optimal weights of securities in a portfolio can be determined to minimize the exposure of the portfolio to any specific risk factor. Typically, the risk factors are n...

nowadays organization especially r&d; centers are dealing with project portfolio selection decisions under uncertainty. moreover in the most of the past research, project portfolio selection and scheduling are often considered to be independent problem. this leads to insufficient result in real world. so in this research simultaneous project portfolio selection and scheduling problem is modelin...

the focal objective of this study is to analyze and explore the co-movement of pakistan stock market (kse-100) with the stock market of developed countries (us, uk, canada, australia, germany, japan, france and neither land) which have portfolio investment in pakistan by applying co-integration approach using johansen and juselius multivariate and bi variate co-integration. secondary data of st...

SCALABLE, EFFICIENT AND OPTIMAL DISCRETE-TIME REBALANCING ALGORITHMS FOR LOG-OPTIMAL INVESTMENT PORTFOLIO