A model and a method for studying the dynamics of the structure of a portfolio of projects for
the development of organizations, taking into account the resistance of information entropy …

The subject of the research is the optimization of the composition of the project portfolio
based on the entropy concept. The aim of the study is to experimentally test the model for …

This book introduces the novel artificial intelligence technique of polymodels and applies it
to the prediction of stock returns. The idea of polymodels is to describe a system by its …

Like many innovative ideas, polymodels emerged from a very stressful situation. Soon after
we started the Riskdata venture, a new risk software aimed at the buy-side, the Twin Towers …

Positive-feedback mechanisms destabilize asset markets and promote wealth or income
inequality. The COVID-19 pandemic exposed mispricing in asset markets and triggered a …

Mean-variance-based asset allocation and momentum are common strategies in the
investment industry. These strategies are generally based on the assets' past returns that …

The object of research is the sustainability and value of project-oriented organizations in the
framework of the entropy concept. Ensuring the sustainability of project-oriented …

We propose a function allowing us to combine predictions of the market, industry, and
idiosyncratic components of the stock returns in a single portfolio. The combination is made …

Энтропийная концепция управления организациями трансформирует классическое
понятие «устойчивость». Такая трансформация объясняется сутью энтропийной …