Optimal strategies in equity securities and derivatives.
Pui-Kit ChanWai-Ki ChingSiu-Pang YungPublished in: Appl. Math. Comput. (2004)
Keyphrases
- optimal strategy
- stock market
- decision problems
- monte carlo
- higher order
- expected cost
- expected utility
- financial markets
- mathematical models
- trading strategies
- portfolio management
- directional derivatives
- genetic algorithm
- partial derivatives
- image derivatives
- image brightness
- fraud detection
- short term
- artificial intelligence