6 datasets found

The dataset used in the paper is a set of samples from a portfolio optimization problem. The dataset is used to test the performance of different methods for stochastic...

The dataset is composed of daily returns of 266 among largest banks and insurance companies in the world and the components of the S&P 100 index.

The dataset used in this paper is a collection of daily returns of 12 international stock indexes.

The dataset used in this paper is the historical prices of stocks from ten thematic sectors listed on the NSE of India.

The dataset consists of monthly total individual stock returns from the Center for Research in Security Prices (CRSP) starting on January 1960 to December 2019, for a period of...

The dataset used in this paper is a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation arising from portfolio optimization selection, where the goal...