Tuning a Portfolio Management Model on Historical Data using a Parallel Three-Stage Stochastic Programming Model

Tuning a Portfolio Management Model on Historical Data using a Parallel Three-Stage Stochastic Programming Model

Authors
  • Benkner, Siegfried
  • Lucka, Maria
  • Halada, L.
  • Melichercik, I.
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Editors
  • Simos, T.
  • Maroulis, G.
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Shortfacts
Category
Paper in Conference Proceedings or in Workshop Proceedings
Event Title
Proceedings of the Advances in Computational Methods in Science and Engineering 2005, ICCMSE
Divisions
Scientific Computing
Event Location
unknown
Event Type
Conference
Event Dates
NULL
Page Range
pp. 66-69
Date
2005
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