A differentiating attribute of software companies is the way they integrate customer feedback into product development. Software is designed and built so that its use creates actionable data, which is ...

We assessed Bitcoin's application in portfolio optimization with quantitative techniques. Surprisingly, by adding Bitcoin to the Global Market Portfolio we were able to maximize Sharpe, Information, ...

Stochastic dominance provides a rigorous method to compare uncertain prospects without imposing restrictive assumptions on investor risk preferences, thus offering an alternative to traditional ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

Many problems in quantitative finance involve both predictive forecasting and decision-based optimization. Traditionally, covariance forecasting models are optimized with unique prediction-based ...

"These transactions represent strategic opportunities to recycle capital in a tax-efficient manner to further optimize and improve our timberlands portfolio," says Devin W. Stockfish, president and ...