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Nonconvex multi-period mean-variance portfolio optimization

Markowitz mean-variance philosophy, we develop a new portfolio optimization framework which can produce sparse portfolios. The sparsity of the portfolio at each and across periods is characterized by the

Mathematical political districting taking care of minority groups

Political districting (PD) is a wide studied topic in the literature since the 60s. It typically requires a multi-criteria approach, and mathematical programs are frequently suggested to model the ... motivated the production of a variety of Political Districting (PD) models and methods which follow different, exact and heuristic, optimization approaches. A general picture of the state-of-the-art on this

Efficiency of government policy during the COVID-19 pandemic

of our new indices are institutions, democratic principles, political stability, trust, high public spending in health, female participation in the workplace, and economic equality. Within the ... countries with high efficiency scores are generally those that possess quality institutions, democratic principles, political stability and rule of law, and protection of property rights. This goes against

A guide to formulating fairness in an optimization model

bargaining solution is defended by Thompson (1994) and is arguably consistent with the contractarian ethical philosophy developed by Gauthier (1983) . Mathematically, the objective is to find the largest ... traditional optimization modeling relies on concepts from economics, engineering, and management, fairness modeling brings ethics and philosophy into the picture. This new collaboration may also be mutually

The Militant Listener: Reading Mongane Wally Serote’s Sikhahlel’ u-OR alongside Walter Benjamin’s Theses on the Philosophy of History

BOOK REVIEWS  The Militant Listener: Reading Mongane Wally Serote’s Sikhahlel’ u-OR alongside Walter Benjamin’s Theses on the Philosophy of History  The Militant Listener: Reading Mongane Wally ... as hard science, his political praxis consisted of psychosomatic sensitivity combined with scalpel-like decisiveness in his strategy.10 were you teaching us mathematics like a poem or a poem which

A data-driven system for cooperative-bus route planning based on generative adversarial network and metric learning

. Inspired by the philosophy of sharing economy, many of the available transport resources on the road, such as minibuses and private vehicles, can offer opportunities for improvement if they can be

Political Accidents in Zimbabwe

Patriotic Front (ZANU PF), had died in a mysterious fire at his farm in Beatrice, 60 km south west of Harare. Just four days later, on 20 August, amid public statements of grief from across the political ... article, I use Mujuru's death as way into discussing 'political accidents' in Zimbabwe's recent history, in order to explore the efficacies of rumours and the politics of uncertainty in relation to what I

Discovering maritime-piracy hotspots: a study based on AHP and spatio-temporal analysis

is in line with the spatio-temporal analysis results that show that pirates except for the Arabian sea prefer to hit close to the coastline of countries that face political instability, lack of ... companies dealing with the production and distribution of oil, leading to several social and political impacts, since oil and all energy, either primary or secondary, sources (e.g. natural gas, renewables

Political Accidents in Zimbabwe

Political Accidents in Zimbabwe  Joost FonteinDepartment of Anthropology and Development Studies, University of Johannesburg  IntroductionOn 16 August 2011 Zimbabwe awoke to the news that retired ... Patriotic Front (ZANU PF), had died in a mysterious fire at his farm in Beatrice, 60 km south west of Harare. Just four days later, on 20 August, amid public statements of grief from across the political

The impact of public climate change concern on sustainable product consumption: a case study of new energy vehicles in China

the characteristics of social learning within networks of friends and strangers. Kim and Ellison (2022) showed that social media encourage social learning of political engagement due to their unique ... affordances such as visibility (i.e., once-invisible political activities by others are now visible on social media feeds). Chung et al. (2021) showed that adolescent peer effect in social media environments

Theorising the Image as Act: Reading the Social and Political in Images of the Rural Eastern Cape

University of Cape Town's digital collection:51 Daniel Morolong's photographs tell the 'other' story of life in the black urban residential areas of the city, at a time when apartheid's political agendas ... , itself a political principle enshrined in the United Nations Charter of 1945, is the basis of the discourse and is descriptive of acts that are not undertaken through force or compulsion but are self

Houses on Fire: The Hauntologies of Sankomota

, resonates throughout the collection. The complexities of the political versus artistic nature of what we were involved with provide a setting for an anecdotal approach to what is part history, part biography ... set about creating an environment to record music that interested them and fell within a specific outsider/political aesthetic. Kadey's band, National Wake, had broken up after three years of successful

Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk

. Unlike previous studies, we include the GPR index to capture risk associated with wars, terrorist acts, and political tensions. Moreover, we test for both static and dynamic analysis using a rolling window ... political events (e.g., the Arab Spring uprising and political tension between Qatar and other Gulf Cooperation Council countries). More interestingly, Qatar, Kingdom of Saudi Arabia, and the United Arab

Oral/Aural: Pastness and Sound as Medium and Method

is, 'an ensemble of questions and answers around which a horizon of identifiable stakes (conceptual as well as ideological-political stakes) hangs'.4 This entanglement is evident in the ways in which ... continent and beyond, and sound practice is a bedrock of African aesthetic and political thought, as our opening salvo has demonstrated.6 Historically and historiographically, and although not always named as

Correction: A novel network DEA-R model for evaluating hospital services supply chain performance

Economics and Political Science, Sultan Qaboos University , Muscat , Oman 2 School of Business and Law, Edith Cowan University , Joondalup, WA 6027 , Australia - Open Access This article is licensed under a

The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate

expectations, confidence, innovations and progress, political determinations, labour disputes and so on–and as anyone familiar with Keynes understands, his list resonates with other work he undertook discussing ... ). Causality and exogeneity in non-stationary economic time series, centre for philosophy of natural and social science, causality . Metaphysics and Methods Technical Reports CTR 18 /04. Hendry , D. F. , & Mizon

The effects of high uncertainty risk on international stock markets

, 42 ( Supplement C) , 1 - 14 . Brogaard , J. , Dai , L. , Ngo , P. T. H. , & Zhang , B. ( 2019 ). Global political uncertainty and asset prices . The Review of Financial Studies , 33 ( 4 ), 1737 - 1780 ... Financial Economics , 33 , 3 - 56 . Fama , E. , & MacBeth , J. D. ( 1973 ). Risk, return, and equilibrium: Empirical tests . Journal of Political Economy , 71 , 607 - 636 . Fama , E. F. , & French , K. R

Evaluating Energy Security using Choquet Integral: analysis in the southern E.U. countries

historical review of political events related to ES issues. Indeed, the development and well-being of a population are strongly linked to the availability of reliable and affordable energy sources. The first ... , infrastructures, pollution, prices and political interest, among other things. This broadened approach has become the basis for our empirical study, where 21 ES indicators were selected within the included four

The Recent History of Logic: A Perspective

departments of mathematics, computer science, and philosophy is then discussed. A few final words address the question of where logic might be going. ... set-theoretic constructions that had been applied to these which were unclear. The two inaugurated the philosophy of logicism. As we might put it now, set theory was to be given a foundational role, as

Walter D. Mignolo and Catherine E. Walsh, On Decoloniality: Concepts, Analytics, Praxis

/Colonialidad), a critical thinking collective that originated in South America in the late 90s, that challenges western epistemology by criticising its rhetoric of modernity and engages in non-academic political ... engages in non-academic political and social activities. What is striking about the book is the clarity with which the known history and its hidden shadow are put in relation to one another, high-lighting