Optimal Investment in a Market with Borrowing and a Combined Interest Rate Model.
Nuha AlasmiBujar GashiPublished in: CoDIT (2023)
Keyphrases
- computational model
- closed form
- experimental data
- optimal portfolio
- sensitivity analysis
- statistical model
- management system
- dynamic programming
- multi agent systems
- probability distribution
- probabilistic model
- cost function
- objective function
- conceptual model
- similarity measure
- diffusion model
- portfolio selection
- learning algorithm