VERDA , Damiano

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...

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...