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Found 293 Documents (Results 1–100)

Analyzing stability of extreme portfolios. (English) Zbl 1522.91230

Olenev, Nicholas N. (ed.) et al., Optimization and applications. 12th international conference, OPTIMA 2021, Petrovac, Montenegro, September 27 – October 1, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13078, 303-317 (2021).
MSC:  91G10 93E20
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Application of buffered probability of exceedance in reliability optimization problems. (English. Russian original) Zbl 1454.74123

Cybern. Syst. Anal. 56, No. 3, 476-484 (2020); translation from Kibern. Sist. Anal. 2020, No. 3, 152-162 (2020).
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Evaluation of portfolio decision improvements by Markov modulated diffusion processes: a Shapley value approach. (English) Zbl 1427.91261

Petrosyan, Leon A. (ed.) et al., Frontiers of dynamic games. Game theory and management, St. Petersburg, 2018. Selected talks presented at the 12th international conference “Game Theory and Management”, GTM2018, St. Petersburg, Russia, June 27–29, 2018. Cham: Birkhäuser. Static Dyn. Game Theory: Found. Appl., 289-302 (2019).
MSC:  91G10 91A12 93E20
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Portfolio optimization using regime-switching stochastic interest rate and stochastic volatility models. (English) Zbl 1427.91257

Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 407-425 (2019).
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Application of constrained spider monkey optimization to solve portfolio optimization problem. (English) Zbl 1405.91554

Deep, Kusum (ed.) et al., Decision science in action. Theory and applications of modern decision analytic optimisation. Singapore: Springer (ISBN 978-981-13-0859-8/hbk; 978-981-13-0860-4/ebook). Asset Analytics. Performance and Safety Management, 175-191 (2019).
MSC:  91G10 91-04 93E20
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