通过PCA对财务比率的明智选择来优化部门投资组合

IF 2 3区工程技术 Q2 ENGINEERING, MULTIDISCIPLINARY

Optimization and Engineering Pub Date : 2023-09-29 DOI:10.1007/s11081-023-09849-1

Vrinda Dhingra, Amita Sharma, Shiv K. Gupta

引用次数: 1

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

Sectoral portfolio optimization by judicious selection of financial ratios via PCA

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Sectoral portfolio optimization by judicious selection of financial ratios via PCA

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来源期刊

Optimization and Engineering 工程技术-工程：综合

CiteScore

4.80

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Optimization and Engineering is a multidisciplinary journal; its primary goal is to promote the application of optimization methods in the general area of engineering sciences. We expect submissions to OPTE not only to make a significant optimization contribution but also to impact a specific engineering application. Topics of Interest: -Optimization: All methods and algorithms of mathematical optimization, including blackbox and derivative-free optimization, continuous optimization, discrete optimization, global optimization, linear and conic optimization, multiobjective optimization, PDE-constrained optimization & control, and stochastic optimization. Numerical and implementation issues, optimization software, benchmarking, and case studies. -Engineering Sciences: Aerospace engineering, biomedical engineering, chemical & process engineering, civil, environmental, & architectural engineering, electrical engineering, financial engineering, geosciences, healthcare engineering, industrial & systems engineering, mechanical engineering & MDO, and robotics.