We present a quantitative approach for IT portfolio management. This is an approach that CMM level 1 organizations can use to obtain a corporate wide impression of the state of th...
We present a quantitative approach for IT portfolio management. This is an approach that CMM level 1 organizations can use to obtain a corporate wide impression of the state of th...
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
Portfolio management in finance is more than a mathematical problem of optimizing performance under risk constraints. A critical factor in practical portfolio problems is severe u...
Daniel Berleant, L. Andrieu, Jean-Philippe Argaud,...