This study explores an innovative approach to portfolio optimization, bridging traditional Modern Portfolio Theory (MPT) with advanced Machine Learning techniques. We start by recognizing the significance of Markowitz's model in MPT and quickly proceed to focus on the Hierarchical Risk Parity (HRP) method. HRP overcomes some of the limitations...
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2024 (v1)PublicationUploaded on: July 3, 2024
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2022 (v1)Publication
Machine learning techniques aim to mimic the human ability to automatically learn how to perform tasks through training examples. They have proven capable of tasks such as prediction, learning and adaptation based on experience and can be used in virtually any scientific application, ranging from biomedical, robotic, to business decision...
Uploaded on: April 14, 2023 -
2021 (v1)Publication
Edge Computing enables to perform measurement and cognitive decisions outside a central server by performing data storage, manipulation, and processing on the Internet of Things (IoT) node. Also, Artificial Intelligence (AI) and Machine Learning applications have become a rudimentary procedure in virtually every industrial or preliminary...
Uploaded on: June 2, 2023 -
2020 (v1)Publication
Nowadays, cities can be perceived as increasingly dangerous places. Usually, CCTV is one of the main technologies used in a modern security system. However, poor light situations or bad weather conditions (rain, fog, etc.) limit the detection capabilities of image-based systems. Microwave radar detection systems can be an answer to this...
Uploaded on: April 14, 2023 -
2023 (v1)Publication
This paper focuses on the evaluation of transport optimization techniques in a consumer-packaged goods supply chain. In particular, it evaluates how the parameters of the optimization, such as the inbound and outbound capacity of nodes, affect the effectiveness of the distribution of goods, measured in terms both of the ability to fulfill the...
Uploaded on: February 4, 2024 -
2021 (v1)Publication
With the rise of Internet of Things (IoT) and Edge Computing, which are technologies that rely on smart and low power computing nodes with adequate processing power and storage capabilities, it is expected that Artificial Intelligence and machine learning will play a role in the continuous spreading of their application fields. One of the most...
Uploaded on: April 14, 2023