Evolutionary multi-stage financial scenario tree generation

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6025 LNCS, Issue PART 2, 2010, Pages 182-191

  Hochreiter, Ronald ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Financial decision theory; Optimization under uncertainty; Risk management; Scenario generation; Scenario optimization

Indexed keywords

COMPUTATION THEORY; DECISION THEORY; DECISION TREES; FINANCE; FORESTRY; RANDOM PROCESSES; RISK MANAGEMENT; STOCHASTIC SYSTEMS; TREES (MATHEMATICS);

FINANCIAL DECISIONS; FINANCIAL OPTIMIZATIONS; NUMERICAL APPROXIMATIONS; NUMERICAL RESULTS; OPTIMAL GENERATION; OPTIMIZATION UNDER UNCERTAINTY; SCENARIO GENERATION; SCENARIO OPTIMIZATIONS;

RISK PERCEPTION;

EID: 77952403011     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-12242-2_19     Document Type: Conference Paper

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