Keywords: Portfolio analysis
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Journal Articles

Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints

Mazin A.M. Al Janabi
Journal: Journal of Modelling in Management
Journal of Modelling in Management (2022) 17 (3): 864–895.
https://doi.org/10.1108/JM2-10-2020-0259
Published: 12 May 2021
... 2021 Emerald Publishing Limited Licensed re-use rights only Analytics Commodity Liquidity risk Optimization Machine learning Portfolio management Stress testing Liquidity-adjusted value-at-risk Finance Artificial intelligence Risk analysis Business analysis Portfolio analysis...
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Journal Articles

Multivariate portfolio optimization under illiquid market prospects: a review of theoretical algorithms and practical techniques for liquidity risk management

Mazin A.M. Al Janabi
Journal: Journal of Modelling in Management
Journal of Modelling in Management (2021) 16 (1): 288–309.
https://doi.org/10.1108/JM2-07-2019-0178
Published: 06 July 2020
... Optimization Risk analysis Modeling Portfolio analysis Basel III liquidity risk LVaR Portfolio management Risk management Value-at-risk Trading risk management is usually associated with possible losses in financial markets arising from changes in the price of interest rates, currencies...
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Journal Articles

A model of policing strategy choice: The integration of the Latent Dirichlet Allocation (LDA) method with ELECTRE I

Marcio Pereira Basilio, Gabrielle Souza Brum, Valdecy Pereira
Journal: Journal of Modelling in Management
Journal of Modelling in Management (2020) 15 (3): 849–891.
https://doi.org/10.1108/JM2-10-2018-0166
Published: 24 February 2020
... Police Decision support systems Knowledge management Data mining Operations research Multicriteria programming Portfolio analysis Over the past few years, numerous studies about crime identification topic have been performed, seeking to understand the causes of crime and its variations...
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