A major attraction of the Black-Litterman approach for portfolio optimization is the potential
for integrating subjective views on expected returns. In this article, the authors provide a new …

… “We can use predictors such as a price-to-earnings ratio or dividend yield to form our
subjective views.” explains Lucivjanská. … Katarína Lucivjanská …

A short comparative study has been made on the sensitivity of 2 conventional bioassays (the
ISO Daphnia magna immobilization test and the ISO algal growth inhibition test with …

A short comparative study has been made on the sensitivity of 2 conventional bioassays (the
ISO Daphnia magna immobilization test and the ISO algal growth inhibition test with …

We use daily price and technical indicators' data for the ten MSCI Asia Pacific sector indices
for the past 20 years and find that our hybrid multivariate Convolutional Neural Network - …

We study how pension fund (out) performance is influenced by a) a pension fund’s activity,
ie, how much the pension fund deviates in its stock allocation from typical pension fund …

An active policy for portfolio optimization is developed based on repetitive application of
modified Black-Litterman (BL) portfolio model and new formal definition of the expert views. New …

The determination of the hazards resulting from the accidental or deli berate contamination
of terrestrial and aquatic environments is in most countries still lirnited to the detection and …

The work develops a network threat detection system, AI@NTDS, that uses the behavioral
features of attackers and intelligent techniques. The proposed AI@NTDS system combines …

Usage of cybersecurity tools entails an enormous amount of data that brings the possibility
of different approaches to the processing of cybersecurity data. This paper discusses the …