Showing 1 - 10 of 936
Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investigate portfolio optimization based on the...
Persistent link: https://www.econbiz.de/10014284712
This study proposes a novel and more efficient quantum algorithm for portfolio optimization using quantum combinatorial optimization (QCO) techniques. A recent construction developed in 2021 has sparked the field of financial portfolio optimization through the Quantum Walk Optimization Algorithm...
Persistent link: https://www.econbiz.de/10014504618
The increasingly complex economic and financial environment in which we live makes the management of liquidity in payment systems and the economy in general a persistent challenge. New technologies make it possible to address this challenge through alternative solutions that complement and...
Persistent link: https://www.econbiz.de/10012628578
Network structure is one parameter that feeds into airline business models. We analyze the networks of 58 European airlines including full service carriers, low cost carriers, regional and charter airlines. Eight network metrics are calculated to describe the various aspects of network...
Persistent link: https://www.econbiz.de/10012172472
This special issue of Business Systems Research (SI of the BSR) is co-published by the Slovenian Society INFORMATIKA - Section for Operational Research (SSI-SOR) and highlights recent advances in Operations Research and Management Science (OR /MS), with a focus on linking OR /MS with other areas...
Persistent link: https://www.econbiz.de/10012405630
In a peer-to-peer complex environment, information is permanently diffused. Such an environment can be modeled as a graph, where there are flows of information. The interest of such modeling is that (1) one can describe the exchanges through time from an initial state of the network, (2) the...
Persistent link: https://www.econbiz.de/10012817666
The evolution of the convergence among the European countries, including both Eurozone as well as non-Eurozone economies, is investigated in this paper. To do so, we construct correlation-based networks and study them by employing the Threshold Weighted-Minimum Dominating Set (TW-MDS) algorithm...
Persistent link: https://www.econbiz.de/10013471379
In this study, we explore the financial and economic integration of BRICS nations (Brazil, Russia, India, China, and South Africa) and key emerging economies (Egypt, Saudi Arabia, and the UAE) using graph theory, aiming to map intersectoral connections and their impact on financial stability and...
Persistent link: https://www.econbiz.de/10015130336
The description and visualization of processes and underlying requirements are a core task in IT projects today. The translation of information between different forms of representation is used to include these efficiently in the different steps of a project, e.g., to describe the as-is and...
Persistent link: https://www.econbiz.de/10013485901
This study introduces an integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities with application to regional scrap steel prices in east, north, south, central, northeast, and southwest China. We use daily data and combine the Peter and...
Persistent link: https://www.econbiz.de/10014436621