Axioma, a provider of investment risk and portfolio management solutions, has launched the Axioma Portfolio Optimizer Python API (application program interface). The API, built on Axiomas new ...

Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...

Axioma, a global provider of risk and portfolio management solutions, released the latest version of Axioma Portfolio Optimizer (APO 2017.R4). Key updates include multi-core optimization for shorter ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

The move brings another popular programming language to the platform amid strong demand from its clients, giving them the ability to seamlessly move results in other systems and easily share ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC, the leader in decision intelligence technology, today announced the release of OptiMods, an open-source project that provides Python users ...

Stochastic dominance provides a rigorous method to compare uncertain prospects without imposing restrictive assumptions on investor risk preferences, thus offering an alternative to traditional ...

In this paper, we focus on the portfolio optimization problem associated with a quasiconvex risk measure (satisfying some additional assumptions). For coherent/convex risk measures, the portfolio ...

This paper describes a practical algorithm for large-scale mean-variance portfolio optimization. The emphasis is on developing an efficient computational approach applicable to the broad range of ...

Starwood Property Trust, Inc. STWD is gaining from its steady income through investments in commercial mortgage-backed securities (CMBS) and commercial real estate (CRE) debt. Its portfolio ...