Financial data are expensive and highly sensitive with limited access. We aim to generate abundant datasets given the original prices while preserving the original statistical features. We introduce the Wasserstein Generative Adversarial Network with...
In the more than 70 years since Markowitz introduced mean-variance optimization for portfolio construction, academics and practitioners have documented numerous weaknesses in the approach. In this paper, we propose two easily understandable improveme...
The growing prominence of generating a well-diversified portfolio by holding securities from multi-asset markets has, over the years, drawn criticism. Various financial market events have caused asset markets to co-move, especially in emerging market...
Recent value factor underperformance has called into question whether the value factor payoff is cyclically low, or if there are more structural challenges. We use a new approach to explore a link between the well-known macroeconomic exposures of tra...
In multi-UAV and multi-asset scenarios, dynamic threat assessment needs to distinguish how each UAV moves relative to different assets while also accounting for the temporal concentration of multiple approaches. To address this, this study proposes a...
We characterize the structure of Nash equilibria for a certain class of asset market games. In equilibrium, different assets have different returns, and (risk neutral) investors with different wealth hold portfolios with different structures. In equi...
This study examines the explainability, validity, and applicability of multi-factor models in explaining the returns of Green (eco-friendly), Grey (neutral), and Red (environmentally harmful) EU securities. We apply the Fama–French three-factor...
We present an analytic solvability of a class of Langevin differential equations (LDEs) in the asset of geometric function theory. The analytic solutions of the LDEs are presented by utilizing a special kind of fractal function in a complex domain, l...
Domestic and international risk shocks have greatly increased the demand for systemic risk management in China. This paper estimates China’s multi-layer financial network based on multiple financial relationships among banks, assets, and firms,...
This research explores the efficacy of rebalancing strategies in a diversified portfolio constructed exclusively with exchange-traded funds (ETFs). We selected five ETF types: short-term U.S. Treasury bonds, U.S. equities, global commodities, U.S. re...
The present study aims to develop a risk-based approach to finding optimal solutions for life extension management for offshore wind farms based on Markowitz’s modern portfolio theory, adapted from finance. The developed risk-based approach assumes t...
Object geo-localization from images is crucial to many applications such as land surveying, self-driving, and asset management. Current visual object geo-localization algorithms suffer from hardware limitations and impractical assumptions limiting th...
Little in the scholarly economics literature is directed specifically to the performance of stable value funds, although they occupy a leading place among retirement investment vehicles. They are currently offered in more than one-third of all define...
Linear assets (LAs), such as conveyor systems, road networks, pipelines, and power transmission lines, are typically maintained through localized, segment-based interventions. While such approaches effectively address spatially heterogeneous degradat...
We consider an asset allocation problem where funds must be allocated to six broad classes of assets—equity, corporate bonds, government bonds, listed real estate, gold, and commodities—each represented by a liquid, predominantly US publi...
This paper examines the high-frequency impact of tariff rhetoric on financial markets, a topic largely unexplored in existing literature. Unlike previous studies that focus on the long-term, macroeconomic effects of enacted trade policies, our resear...
Housing has traditionally been regarded as the most valuable asset in South Korea and is frequently used as an indicator of an individual’s socioeconomic status. In particular, this preference is evolving into a classification criterion for soc...
This study evaluates the risk-adjusted performance of Hospitality REITs using multi-factor asset pricing models and downside risk measures with the aim of assessing their diversification potential and crisis sensitivity. Unlike prior studies that exa...
The present study investigates extreme co-movements and financial contagion across a broad set of global financial markets, including ten developed and emerging stock market indices, commodities (gold and oil), and cryptocurrencies (Bitcoin), over th...
Automated pavement distress detection is essential for transportation infrastructure maintenance and road asset management. In practice, however, such detectors often need to run on embedded devices mounted on inspection vehicles, and two challenges...
This paper presents an innovative integrated Ashby-VIKOR model for material selection when dealing with the re-design of automotive components under a wide-spectrum range of both sustainability and design aspects. The conceived approach combines the...
Earthquakes lead to enormous harm to life and assets. The ability to quickly assess damage across a vast area is crucial for effective disaster response. In recent years, social networks have demonstrated a lot of capability for improving situational...
The rapid advancement of high-resolution remote sensing technology has significantly expanded observational capabilities in the oil and gas sector, enabling more precise identification of petroleum infrastructure. Remote sensing now plays a critical...
The ICARIA Horizon Europe risk-assessment framework and web-based Decision Support System (DSS) were applied in the Southern Aegean Region (Greece) to quantify single- and multi-hazard climate risks (wildfire, heatwave, extreme wind) and to assess ad...
Power generators are one of the critical assets of power grids. The early detection of faults in power generators is essential to prevent cutoffs of the electrical supply in the power grid. This work presents a comparative analysis of machine learnin...
Personalised three-dimensional (3D) facial avatars underpin a wide range of immersive virtual, augmented, and mixed reality (XR) experiences, yet conventional 3D capture pipelines remain prohibitively expensive and computationally demanding for proto...
With the advancements in remote sensing, satellite images have become a popular data modality and are widely used in many applications. Among others, satellite images are used by surveyors and engineers for urban planning and asset management, e.g.,...
Electric vehicle charging stations (EVCSs) are increasingly deployed as grid-interactive energy assets that combine power electronic converters, sensing devices, communication interfaces, photovoltaic (PV) generation, battery energy storage systems (...
With recent significant advancements in artificial intelligence, the necessity for more reliable recognition systems has rapidly increased to safeguard individual assets. The use of brain signals for authentication has gained substantial interest wit...
High-renewables grids are planned in min but judged in milliseconds; credible studies must therefore resolve both horizons within a single model. Current adequacy tools bypass fast frequency dynamics, while detailed simulators lack multi-hour optimiz...
This study presents a Digital Twin–Mixed Reality (DT–MR) framework for the immersive and interactive supervision of automated container terminals (ACTs), addressing the fragmented data and limited situational awareness of conventional 2D...
The recovery and requalification of built heritage are, in Europe and all over the world, a central issue in relation to current international policies. In recent years, there has been a considerable growth in research within this field, favoring the...
30 May 2024
The prediction of bankruptcy risk poses a formidable challenge in the fields of economics and finance, particularly within the healthcare industry, where it carries significant economic implications. The burgeoning field of healthcare electronic comm...
Wetlands are integral components of agricultural landscapes, providing a wide range of ecological, economic, and social benefits essential for sustainable development and rural livelihoods. Globally, they are vulnerable ecological assets facing sever...
The digitization and semantic enrichment of built environments traditionally rely on costly and labor-intensive processes, which hinder scalability, adaptability, and real-time deployment in real-world applications. This research presents a novel, fu...
The intensification of wildfires in Portugal has highlighted the urgent need for technical tools capable of supporting more effective risk mitigation decisions. In particular, the lack of explicit criteria for prioritizing the implementation of wildf...
Commissioning evidence applies only to the photovoltaic (PV) plant configuration and grid conditions it represents. Firmware updates, controller retuning, equipment replacement, fleet changes, topology modification and grid evolution can shift impeda...
Hospitals are energy- and waste-intensive systems. Inpatient buildings dominate the sector’s electricity and gas consumption, and healthcare waste streams—especially device-associated disposables—increase environmental burdens. AI-e...
High renewable penetration makes imbalance settlement inseparable from the physical decisions governing reserve procurement and flexibility activation. This paper develops a decision-focused learning-based optimization framework that trains renewable...
The accelerated deterioration of reinforced concrete (RC) road bridges built in the post-World War II period, combined with increasingly stringent seismic-performance requirements, calls for structured and scientifically grounded procedures for selec...
Underground distribution networks increasingly rely on aging cable assets whose parameter drift modifies propagation velocity, attenuation, and fault-initiated transient signatures, thereby reducing the reliability of conventional traveling-wave (TW)...
In the last few decades the magnitude and impacts of planetary urban transformations have become increasingly evident to scientists and policymakers. The ability to understand these processes remained limited in terms of territorial scope and compara...
Ecotourism, as one of the most important forms of sustainable tourism, plays a significant role in the conservation of natural resources, the economic development of local communities, and the achievement of sustainable development goals. However, th...