Portfolio and investment risk analysis on global grids.
Rafael Moreno-VozmedianoKrishna NadimintiSrikumar VenugopalAna B. Alonso-CondeHussein GibbinsRajkumar BuyyaPublished in: J. Comput. Syst. Sci. (2007)
Keyphrases
- risk analysis
- decision making
- risk management
- risk assessment
- intelligent data analysis
- information security
- portfolio management
- market data
- portfolio optimization
- risk factors
- optimal portfolio
- portfolio selection
- fuzzy numbers
- investment decisions
- influence diagrams
- statistical methods
- dynamic programming
- reinforcement learning