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A Markovian approach for time series prediction for quality control
(Elsevier, 2019)
In this work we aim to predict quality levels of incoming batches of a selected product type to a white goods manufacturer from a third party supplier. We apply a Markov Model that captures the quality level of the incoming ...
An extension to the classical mean–variance portfolio optimization model
(Taylor & Francis, 2019-07)
The purpose of this study is to find a portfolio that maximizes the risk-adjusted returns subject to constraints frequently faced during portfolio management by extending the classical Markowitz mean-variance portfolio ...
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