Systemic Influences on Optimal Equity-Credit Investment.

Agostino Capponi Christoph Frei

Published in: Manag. Sci. (2017)

Keyphrases

optimal design
optimal solution
worst case
optimal strategy
risk analysis
decision making
dynamic programming
computational complexity
finding optimal
long run
evolutionary algorithm
real time
multi agent systems
information systems
information retrieval
machine learning
data mining
databases