Portfolio risk measurement via stochastic mesh.
Kun ZhangGuangwu LiuShiyu WangPublished in: WSC (2017)
Keyphrases
- portfolio management
- portfolio optimization
- decision making
- investment decisions
- stochastic optimization
- risk management
- efficient frontier
- portfolio selection
- var model
- monte carlo
- risk averse
- high risk
- portfolio theory
- minimum risk
- asset allocation
- stochastic programming
- learning automata
- optimal portfolio
- data sets
- risk analysis
- risk factors
- d mesh
- three dimensional
- neural network
- early warning
- volumetric data
- expected utility
- impulse response
- multi view
- stochastic nature
- artificial neural networks
- image sequences
- learning algorithm