These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

147 related articles for article (PubMed ID: 38192465)

  • 1. Management of investment portfolios employing reinforcement learning.
    Santos GC; Garruti D; Barboza F; de Souza KG; Domingos JC; Veiga A
    PeerJ Comput Sci; 2023; 9():e1695. PubMed ID: 38192465
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Portfolio optimization of financial commodities with energy futures.
    Wang L; Ahmad F; Luo GL; Umar M; Kirikkaleli D
    Ann Oper Res; 2022; 313(1):401-439. PubMed ID: 34720317
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Stochastic portfolio optimization: A regret-based approach on volatility risk measures: An empirical evidence from The New York stock market.
    Larni-Fooeik A; Sadjadi SJ; Mohammadi E
    PLoS One; 2024; 19(4):e0299699. PubMed ID: 38648229
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Portfolio optimization in the era of digital financialization using cryptocurrencies.
    Ma Y; Ahmad F; Liu M; Wang Z
    Technol Forecast Soc Change; 2020 Dec; 161():120265. PubMed ID: 32863444
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Impact of COVID-19 on portfolio allocation decisions of individual investors.
    Himanshu ; Ritika ; Mushir N; Suryavanshi R
    J Public Aff; 2021 Nov; 21(4):e2649. PubMed ID: 33786026
    [TBL] [Abstract][Full Text] [Related]  

  • 6. From deterministic to stochastic: an interpretable stochastic model-free reinforcement learning framework for portfolio optimization.
    Song Z; Wang Y; Qian P; Song S; Coenen F; Jiang Z; Su J
    Appl Intell (Dordr); 2023; 53(12):15188-15203. PubMed ID: 36405345
    [TBL] [Abstract][Full Text] [Related]  

  • 7. New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets.
    Wong WK; Cheong TS; Chui D; Lv Z; Vieito JP
    Heliyon; 2023 Dec; 9(12):e22486. PubMed ID: 38125408
    [TBL] [Abstract][Full Text] [Related]  

  • 8. A novel methodology for perception-based portfolio management.
    Pritam KS; Mathur T; Agarwal S; Paul SK; Mulla A
    Ann Oper Res; 2022; 315(2):1107-1133. PubMed ID: 35991862
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Dynamic Portfolio Strategy Using Clustering Approach.
    Ren F; Lu YN; Li SP; Jiang XF; Zhong LX; Qiu T
    PLoS One; 2017; 12(1):e0169299. PubMed ID: 28129333
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
    He C; Huang K; Liu S; Zhang Z
    Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
    [TBL] [Abstract][Full Text] [Related]  

  • 11. MSPM: A modularized and scalable multi-agent reinforcement learning-based system for financial portfolio management.
    Huang Z; Tanaka F
    PLoS One; 2022; 17(2):e0263689. PubMed ID: 35180235
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Multi-agent reinforcement learning approach for hedging portfolio problem.
    Pham U; Luu Q; Tran H
    Soft comput; 2021; 25(12):7877-7885. PubMed ID: 33897298
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Performance measurement of ESG-themed megatrend investments in global equity markets using pure factor portfolios methodology.
    Naffa H; Fain M
    PLoS One; 2020; 15(12):e0244225. PubMed ID: 33351834
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Exchange Rate Forecasting Based on Deep Learning and NSGA-II Models.
    Chen J; Zhao C; Liu K; Liang J; Wu H; Xu S
    Comput Intell Neurosci; 2021; 2021():2993870. PubMed ID: 34603429
    [TBL] [Abstract][Full Text] [Related]  

  • 15. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications.
    Morema K; Bonga-Bonga L
    Resour Policy; 2020 Oct; 68():101740. PubMed ID: 34173413
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Dynamic stock-decision ensemble strategy based on deep reinforcement learning.
    Yu X; Wu W; Liao X; Han Y
    Appl Intell (Dordr); 2023; 53(2):2452-2470. PubMed ID: 35572052
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Measuring the performance of green investment portfolios for zero-carbon environment: a comparative analysis of digital finance and asset-backed securities.
    Lei Y; Bao Y; Zhao B
    Environ Sci Pollut Res Int; 2024 Jan; 31(1):357-370. PubMed ID: 38012491
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Is a correlation-based investment strategy beneficial for long-term international portfolio investors?
    Narayan SW; Rehman MU; Ren YS; Ma C
    Financ Innov; 2023; 9(1):64. PubMed ID: 36915650
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Modeling asset allocations and a new portfolio performance score.
    Chalkis A; Christoforou E; Emiris IZ; Dalamagas T
    Digit Finance; 2021; 3(3-4):333-371. PubMed ID: 34493996
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.
    Chiu MC; Pun CS; Wong HY
    Risk Anal; 2017 Aug; 37(8):1532-1549. PubMed ID: 28370082
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 8.