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NIPS
2001
13 years 9 months ago
Active Portfolio-Management based on Error Correction Neural Networks
Hans-Georg Zimmermann, Ralph Neuneier, Ralph Groth...
AAAI
2000
13 years 9 months ago
Matchmaking to Support Intelligent Agents for Portfolio Management
Massimo Paolucci, Zhendong Niu, Katia P. Sycara, C...
MANSCI
2006
51views more  MANSCI 2006»
13 years 7 months ago
Downside Loss Aversion and Portfolio Management
Robert Jarrow, Feng Zhao
PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...