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

Content
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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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