Zobrazeno 1 - 10
of 83
pro vyhledávání: '"Akbar Esfahanipour"'
Publikováno v:
BMC Public Health, Vol 20, Iss 1, Pp 1-12 (2020)
Abstract Background Construction workers are at a high risk of exposure to various types of hazardous substances such as crystalline silica. Though multiple studies indicate the evidence regarding the effectiveness of different silica exposure reduct
Externí odkaz:
https://doaj.org/article/a6a2a4c98638477a82775209c9b7ac6c
Autor:
Siamak Dehghanpour, Akbar Esfahanipour
Publikováno v:
Journal of Information and Telecommunication, Vol 2, Iss 4, Pp 392-410 (2018)
In this paper, we propose a robust genetic programming (RGP) model for a dynamic strategy of stock portfolio insurance. With portfolio insurance strategy, we divide the money in a risky asset and a risk-free asset. Our applied strategy is based on a
Externí odkaz:
https://doaj.org/article/1db794702aee40f699f52cd5a6518ae5
Publikováno v:
Journal of Business Economics and Management, Vol 18, Iss 4 (2017)
Multiple uncertainties complicate socio-economic forecasting problems, especially when relying on ill-conditioned limited data. Such problems are best addressed by grey prediction models such as Grey Verhulst Model (GVM). This paper resolves the inco
Externí odkaz:
https://doaj.org/article/8c2dfead9cba402b80af9a05eb44ed0d
Autor:
Hossein Babazadeh, Akbar Esfahanipour
Publikováno v:
Journal of Computational and Applied Mathematics. 361:313-342
The portfolio optimization literature has spent a little effort to consider the fat tail characteristic of asset returns as well as their extreme events. To remove such shortcomings, in this paper, a novel portfolio optimization model is developed in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a597a7fa598c16b03bda03334c4e27dc
https://doi.org/10.1016/j.cam.2018.10.039
https://doi.org/10.1016/j.cam.2018.10.039
Publikováno v:
International Journal of Engineering. 34
In the recent decade, very few studies have been done on mine reclamation cost estimation and no study has been conducted on proposing mine reclamation cost estimation models based on historical data. This study aims to develop predictor models for m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbf37e456b5644aef14643a55b4ce6f5
https://doi.org/10.5829/ije.2021.34.11b.10
https://doi.org/10.5829/ije.2021.34.11b.10
Publikováno v:
Engineering Applications of Artificial Intelligence. 116:105464
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d293d70296d6b6f7e3a57baf8f00efd
https://doi.org/10.1016/j.engappai.2022.105464
https://doi.org/10.1016/j.engappai.2022.105464
Publikováno v:
Computers & Industrial Engineering. 172:108654
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::160afbe7391ff701c642323be20ffc39
https://doi.org/10.1016/j.cie.2022.108654
https://doi.org/10.1016/j.cie.2022.108654
Publikováno v:
RAIRO - Operations Research. 53:577-591
In this study, we develop a behavioral portfolio selection model that incorporates robust estimators for model inputs in order to reduce the need to change the portfolio over consecutive periods. It also includes Conditional Value at Risk as a sub-ad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fda0f92f6e504ef658ad89c61137b24
https://doi.org/10.1051/ro/2017056
https://doi.org/10.1051/ro/2017056
Publikováno v:
Scientia Iranica.
Recent financial crises have strained the performance of different firms and it has challenged investors to invest in the stocks of these firms. Measuring the resilience of firms from a financial standpoint in terms of crises is an important indicato
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7fbea68272435e683e7208c9ec721251
https://doi.org/10.24200/sci.2021.55845.4433
https://doi.org/10.24200/sci.2021.55845.4433
Autor:
Pouya Khodaee, Akbar Esfahanipour
Publikováno v:
International Series in Operations Research & Management Science ISBN: 9783030702809
Portfolio selection has been one of the crucial problems in financial engineering. Investors’ interest is to construct a portfolio having a balance between the investor’s risk-taking and his/her expectations about the portfolio returns. The Marko
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff13a7596df711c35b442b503756ddbd
https://doi.org/10.1007/978-3-030-70281-6_8
https://doi.org/10.1007/978-3-030-70281-6_8
