data = pd.DataFrame(yf.download(tickers, start="1980-12-12", end=date.today()).iloc[:, : len(tickers.split())]).tail(2*N+1) data = data.to_numpy().T R = [close_to ...
Abstract: We investigate discrete-time mean–variance portfolio selection problems viewed as a Markov decision process. We transform the problems into a new model with a deterministic transition ...
Abstract: The stitching and fusing of point clouds are indispensable for multiview 3-D measurement in robot inspection. Due to the positioning deviation of the robot, the point clouds collected by ...
ABSTRACT: This study focuses on investigating the optimal investment strategy for an optimization problem with delay using the uncertainty theory. The financial market is composed of a risk-free asset ...
In this study, we consider Pareto efficiency in financial markets. In welfare economics, it is sufficient to consider competitive equilibrium to assure Pareto efficiency. This study, however, focuses ...
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