Assets and Liabilities Management Optimal Model Based on VaR Controlled Prepared Duration Gap.
Dawen YanGuotai ChiHaowen WuPublished in: CSO (1) (2009)
Keyphrases
- decision support
- information management
- decision making
- dynamic programming
- management system
- database
- optimal design
- information systems
- closed form
- optimal solution
- worst case
- knowledge management
- data driven
- average reward reinforcement learning
- data management
- website
- e learning
- artificial intelligence
- neural network
- data sets