Monte Carlo grid for financial risk management.
Shu TezukaHiroki MurataShuji TanakaShoji YumaePublished in: Future Gener. Comput. Syst. (2005)
Keyphrases
- risk management
- monte carlo
- chance discovery
- decision support system
- risk evaluation
- financial institutions
- risk assessment
- monte carlo simulation
- markov chain
- risk analysis
- importance sampling
- adaptive sampling
- matrix inversion
- financial markets
- monte carlo methods
- portfolio optimization
- financial services
- project management
- monte carlo tree search
- operational risk
- markovian decision
- commercial banks
- particle filter
- optimal strategy
- point processes
- case study
- databases