Treasury Management Model with Foreign Exchange Exposure.
Konstantin VolosovGautam MitraFabio SpagnoloCormac LucasPublished in: Comput. Optim. Appl. (2005)
Keyphrases
- statistical model
- mathematical model
- management system
- foreign exchange
- experimental data
- high level
- parameter estimation
- computational model
- metadata
- objective function
- prior knowledge
- probabilistic model
- information systems
- decision making
- genetic algorithm
- formal model
- project management
- theoretical analysis
- image classification
- neural network
- cost function
- similarity measure