[EN] This article deals with the mean-variance optimisation frontier problem when realistic constraints are considered. Our proposed methodology hybridises a heuristic algorithm with an exact solution approach. A genetic ...
[EN] Environmental valuation refers to a variety of techniques to assign monetary values to environmental impacts, especially non-market impacts. It has experienced a steady growth in the number of publications on the ...
[EN] We examine the empirical performance of using Fibonacci retracements as a tool in technical analysis, in three main equity markets. To this end, we propose a novel algorithmic approach that not only identifies Fibonacci ...
[EN] Automating chart pattern recognition is a relevant issue addressed by researchers and practitioners when designing a system that considers technical analysis for trading purposes. This article proposes the design of ...