A stochastic programming approach to cash management in banking.
Jordi CastroPublished in: Eur. J. Oper. Res. (2009)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- linear program
- asset liability management
- decision making under uncertainty
- capacity planning
- risk averse
- multistage stochastic
- robust optimization
- evolutionary algorithm
- decision making
- decision support system
- simulated annealing
- commercial banks
- power generation
- search space
- data mining