García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima(Vilnius Gediminas Technical University, 2019)
[EN] Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a ...
García García, Fernando; Guijarro, Francisco; Oliver-Muncharaz, Javier; Tamosiuniene, Rima(Vilnius Gediminas Technical University, 2018)
[EN] Intraday trading rules require accurate information about the future short term market evolution. For that reason, next-day market trend prediction has attracted the attention of both academics and practitioners. This ...
García García, Fernando; González-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier; Tamosiuniene, Rima(Vilnius Gediminas Technical University, 2020)
[EN] The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context. The approach extends the stochastic mean-variance ...
Arribas, Iván; Espinós-Vañó, María Dolores; García García, Fernando; Tamosiuniene, Rima(Enterpreneurship and Sustainability Center, 2019-06)
[EN] A critical issue for socially responsible investors is the selection of the potential companies to invest in. For retail investors, the easiest and more intuitive option is to apply a negative screening approach to ...
García García, Fernando; Gankova-Ivanova, Tsvetelina; González-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima(Enterpreneurship and Sustainability Center, 2022-03-30)
[EN] Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively. For ...