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NIPS
2001
14 years 11 months ago
Active Portfolio-Management based on Error Correction Neural Networks
Hans-Georg Zimmermann, Ralph Neuneier, Ralph Groth...
AAAI
2000
14 years 11 months ago
Matchmaking to Support Intelligent Agents for Portfolio Management
Massimo Paolucci, Zhendong Niu, Katia P. Sycara, C...
MANSCI
2006
51views more  MANSCI 2006»
14 years 9 months ago
Downside Loss Aversion and Portfolio Management
Robert Jarrow, Feng Zhao
PC
2008
158views Management» more  PC 2008»
14 years 9 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...