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Search results for: OPTIMAL PORTFOLIO
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OPTICAL MATERIALS
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Markowitz’s portfolio theory – optimal length of estimation window for gold and the biggests companies on the Warsaw Stock Exchange
PublicationThe following article is dedicated to the construction of an investment portfolio consisting of 3 investments from the Polish capital market found in the WIG20 index and from investment in gold. The purpose of the study was to determine the optimal length of the estimation window for building a portfolio with minimal risk and maximum efficiency. The length of the estimation window was also assessed in terms of the rate of return...
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Winterthur Portfolio
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MICROWAVE AND OPTICAL TECHNOLOGY LETTERS
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JOURNAL OF PORTFOLIO MANAGEMENT
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Downside Risk Approach for Multi-Objective Portfolio Optimization
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Multi-Objective Portfolio Optimization by Mixed Integer Programming
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A Bi-Objective Portfolio Optimization with Conditional Value-at-Risk
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Determining optimal gel sensitivity in optical CT scanning of gel dosimeters
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A Reference Point Approach to Bi-Objective Dynamic Portfolio Optimization
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OPTICA APPLICATA
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Financial Markets and Portfolio Management
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Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming
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Survey of multi-objective portfolio optimization by linear and mixed integer programming
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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
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A Biased-Randomized Iterated Local Search Algorithm for Rich Portfolio Optimization
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Rational portfolio manager - środowisko do wspomagania zarządzania przedsięwzięciami informatycznymi
PublicationW rozdziale omówiono zastosowanie aplikacji Rational Portfolio Manager, oferowanej przez firmę IBM, do zarządzania grupą przedsięwzięć informatycznych. Rozdział obejmuje 5 głównych części: w pierwszej przedstawiono charakterystykę aplikacji a w następnej omówiono szkolenia, jakim poddany był autor. W kolejnych częściach przedstawiono zastosowanie RPM w zarządzaniu pięcioma rzeczywistymi projektami, ocenę jego przydatności do zarządzania...
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JOURNAL OF PHYSICS B-ATOMIC MOLECULAR AND OPTICAL PHYSICS
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Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization
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Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study
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Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming
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ASSESSMENT OF GOLD AND/OR CRUDE OIL AS INVESTMENTS FOR PORTFOLIO DIVERSIFICATION. A WARSAW STOCK EXCHANGE CASE STUDY
PublicationThe purpose of the study is to assess whether the inclusion of investments in gold and/or crude oil improves an investment portfolio consisting of shares of enterprises included in the WIG20 index (traditional invest-ments). All possible combinations of investment portfolios with minimal risk and maximum efficiency were tested. The portfolios were determined based on Markowitz’s portfolio theory. All results were compared...
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Optimum. Studia Ekonomiczne
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A rough cut cybersecurity investment using portfolio of security controls with maximum cybersecurity value
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Journal of Real Estate Portfolio Management
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OPTICAL REVIEW
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JOURNAL OF THE OPTICAL SOCIETY OF AMERICA B-OPTICAL PHYSICS
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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
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Optical Switching and Networking
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The share of investments in gold and oil using the example of selected European stock exchanges– A comparative analysis
PublicationIn this article, optimal investment portfolios with minimal risk and maximum efficiency were calculated. The portfolios were designated for ten selected European stock exchanges, based on the listings of the twenty largest companies in each of those markets. All calculations were made based on company shares only, company shares and investments in gold, shares of companies and investments in crude oil as well as shares of companies...
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Kriging-assisted hybrid reliability design and optimization of offshore wind turbine support structure based on a portfolio allocation strategy
PublicationIn recent years, offshore wind power generation technology has developed rapidly around the world, making important contributions to the further development of renewable energy. When designing an Offshore Wind Turbine (OWT) system, the uncertainties in parameters and different types of constraints need to be considered to find the optimal design of these systems. Therefore, the Reliability-Based Design Optimization (RBDO) method...
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Advanced Optical Technologies
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Journal of Optical Communications
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Advances in Optical Technologies
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OPTICAL FIBER TECHNOLOGY
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Optical Materials: X
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Journal of Optical Networking
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Journal of Optical Microsystems
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JOURNAL OF OPTICAL TECHNOLOGY
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Optimal routing in a transportation network
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Złote monety bulionowe – testowanie pasywnego charakteru inwestycji
PublicationCel – Wyznaczenie składu optymalnego portfela inwestycyjnego o minimalnym ryzyku, zawierającego inwestycję w polskie monety bulionowe (Orzeł Bielik) oraz inwestycję na polskiej giełdzie papierów wartościowych. Testowanie pasywnego charakteru inwestycji w monety. Metodologia badania – Konstrukcja portfeli inwestycyjnych o minimalnym ryzyku według teorii H.M. Markowitza. Autorska metoda badania pasywnego charakteru inwestycji...
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High Speed Milling vibration surveillance with optimal spindle speed based on optimal speeds map
PublicationThe paper presents the method of the surveillance of the self-excited chatter vibration. At first, the workpiece modal parameters are estimated based on experimental data which leads to verification of computational model. Then, for selected surface points optimal spindle speeds are calculated. By considering sufficient amount of points it is possible to build a map of optimal spindle speeds. Experimental results show that this...
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Liquid crystalline optical components for application in optical sensing
PublicationW artykule opisano proces wytwarzania pryzmatów Wollastona na bazie roztworu ciekłokrystalicznego ZLI-1957 i płytek falowych na bazie prekursora polimeru ciekłokrystalicznego RMS03-001. Przedstawiono uzyskane parametry optyczne elementów pod kątem ich potencjalnych aplikacji
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Optical profilometer
PublicationThe profilometry plays a huge role in the most fields of science and technology. It allows to measure the profile of the surface with high-resolution. This technique is used in the fields like optic, electronic, medicine, automotive, and much more. The aim of the current work was to design and build optical profilometer based on the interference phenomena. The developed device has been working with He-Ne laser (632.8 nm). The optical...
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Optica
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OPTIMAL WAVELET CHOICE IN ELECTROCHEMICAL EXPERIMENTS
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Optimal Distribution of the Nonoverlapping Conducting Disks
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Optimal Control for Discrete Fractional Systems
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Optimal inputs in pharmacokinetics model's identification
PublicationW pracy przedstawiono zagadnienie optymalizacji pobudzeń dla identyfikacji parametrycznej kompartmentowych modeli zmiennych stanu SISO systemów farmakokinetycznych. Zaimplementowano kryterium w postaci śladu macierzy informacyjnej Fishera (kryterium czułościowe). Rozważono klasę pobudzeń dopuszczalnych o ograniczonej energii, gdyż w przypadku wielu leków zbyt szybkie ich podawanie wiąże się z występowaniem skutków ubocznych. Zadanie...
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Optimal boiling temperature for ORC installation
PublicationW pracy przedstawiono oryinalne kryterium wyznaczania optymalnej temperatury odparowania czynnika w obiegu ORC w postaci równań analitycznych. Pokazano przykład obliczeniowy na bazie R134a, wody i etanolu.