Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets.
Aleksander JanickiPublished in: International Conference on Computational Science (4) (2006)
Keyphrases
- stochastic models
- financial markets
- portfolio selection
- optimal portfolio
- stochastic processes
- stochastic model
- stock price
- stock market
- portfolio management
- risk management
- markov chain
- marginal distributions
- gene regulatory networks
- robust optimization
- exchange rate
- artificial intelligence
- multiple objectives
- sufficient conditions
- long term