This paper addresses the problem of investment optimization using genetic control. Time series for stock values are obtained from data available on the www and asset prices are predicted using adaptive algorithms. A portfolio is optimized with the genetic algorithm based on a recursive model of portfolio composition obtained on-the-fly using genetic programming. These two steps are integrated i...

The term e-portfolio refers to a portfolio in electronic format that allows users collect evidence of learning several media types (e.g., audio, video, text, and graphics) organise these using hypertext links (Barrett, 2001). E-portfolios have been introduced into teacher education programs internationally help pre-service teachers (PST) build records their reflections, allow them assemble coll...

This paper presents an alternative application of e-portfolio in a university student assessment context. A concept based on student collaboration (called netfolio) is developed, that differs from the classical e-portfolio concept. The use of a netfolio, a network of student e-portfolios, in a virtual classroom is explained through an exploratory study. A netfolio is more than a group of e-port...

the portfolio is a perfect combination of stock or assets, which an investor buys them. the objective of the portfolio is to divide the investment risk among several shares. using non-parametric dea and dea-r methods can be of great significance in estimating portfolio. in the present paper, the efficient portfolio is estimated by using non-radial dea and dea-r models. by proposing non-radial m...

Abstract These days the use of portfolio assessment is very popular. If it is believed that students at all levels should be doing more than studying for tests; teachers should be doing more than teaching to tests; students should take a more active role in the learning process; and, then the portfolio assessment is an idea worth exploring.. The aim of this study was to introduce portfolio asse...

We model the logarithm of the price (log-price) of a financial asset as a random variable obtained by projecting an operator stable random vector with a scaling index matrix E onto a non-random vector. The scaling index E models prices of the individual financial assets (stocks, mutual funds, etc.). We find the functional form of the characteristic function of real powers of the price returns a...

Value at Risk is a measure of risk exposure of a portfolio and is de ned as the maximum possible loss in a certain time frame, typically 1-20 days, and within a certain con dence, typically 95%. Full valuation of a portfolio under a large number of scenarios is a lengthy process. To speed it up, one can make use of the total delta vector and the total gamma matrix of a portfolio and compute a G...