Dynamic Asset Allocation with Event Risks under Value-at-Risk Regulation
スポンサーリンク
概要
著者
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Tokinaga Shozo
Graduate School Of Economics Kyushu University
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Tokinaga Shozo
Graduate School Economics Kyushu University
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Chen Xiaorong
Antai School of Management, Shanghai Jiaoton University
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Chen Xiaorong
Antai College Of Economics & Management Shanghai Jiao Tong University
関連論文
- Neural Network Rule Extraction by Using the Genetic Programming and Its Applications to Explanatory Classifications(Nonlinear Theory and its Applications)
- Analysis of Price Changes in Artificial Double Auction Markets Consisting of Multi-Agents Using Genetic Programming for Learning and Its Applications(Soft Computing,Nonlinear Theory and its Applications)
- Approximating Probability Distribution Function based upon Mixture Distribution Optimized by Genetic Algorithm and its Application to Tail Distribution Analysis using Importance Sampling Method
- Multi-Fractality Analysis of Time Series in Artificial Stock Market Generated by Multi-Agent Systems Based on the Genetic Programming and Its Applications(Soft Computing,Nonlinear Theory and its Applications)
- Decomposition of Surface Data into Fractal Signals Based on Mean Likelihood and Importance Sampling and Its Applications to Feature Extraction(Digital Signal Processing)
- Chaoticity and Fractality Analysis of an Artificial Stock Market Generated by the Multi-Agent Systems Based on the Co-evolutionary Genetic Programming(Nonlinear Theory and its Applications)
- Modeling and Analysis of Local Trade Networks and Spatial Clusters using Cellular Automata based on Multi-agent Systems improved by the Genetic Programming
- Dynamic Asset Allocation with Event Risks under Value-at-Risk Regulation
- Syntactical Recognition Systems of Time Series based on the Genetic Programming and its Applications to Clustering of Stock Prices
- Analysis of Price Fluctuation in Double Auction Markets consisting of Multi-agents using the Genetic Programming for Learning
- Real Options with Risk Aversion Using Tradable Asset in Project Management
- Improved Estimation of Tail Distribution of Link Delays by Using Networks Tomography Based on the Genetic Programming and the Importance Sampling
- Modeling and Analysis of Artificial Auction Markets Consisting of Multi-agents using Genetic Programming for Learning and its Applications