Construction and simulation of continuous time portfolio with given properties.
Sergey G. ShorokhovPublished in: ITTMM (2021)
Keyphrases
- neural network
- markov chain
- portfolio selection
- construction process
- desirable properties
- simulation model
- artificial intelligence
- portfolio optimization
- topological properties
- monte carlo simulation
- numerical simulations
- simulation study
- dynamical systems
- hidden markov models
- expert systems
- multi agent
- multiscale
- web services
- computer vision