Titlebook: Optimization and Control for Systems in the Big-Data Era; Theory and Applicati Tsan-Ming Choi,Jianjun Gao,Jun Wang Book 2017 Springer Inter

庇護(hù)

Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility the author’s personal interest and the required quantitative tools from stochastic optimal control theory. A new ALM solution is then derived for constant absolute risk averse insurers subject to cointegrated assets and compound Poisson-type insurance liabilities.

保守黨

Modeling Supply Risk in the New Business Era: Supply Chain Competition and Cooperationpetition, and supply chain network with both horizontal and vertical competitions. Analytical models are presented for each problem, and the main results are elucidated. Moreover, further research directions along with big data trends are emphasized as well.

Robust

Sparse and Multiple Risk Measures Approach for Data Driven Mean-CVaR Portfolio Optimization Model To overcome such a difficulty, we propose to add the penalty on the sparsity of the portfolio weight and combine the variance term in the DDMC formulation. Our experiments demonstrate that the proposed method mitigates the fragility of out-of-sample performance of the DDMC model significantly.

osteopath

ACE-inhibitor

樸素

熱心助人

Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programsd-integer quadratically constrained quadratic programming (MIQCQP) problems. Although MIQCQP problems can be directly plugged into and solved by standard MIQP solvers that are based on branch-and-bound algorithms, it is not efficient because the continuous relaxation of the standard MIQCQP reformula

嘮叨

宴會(huì)

Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utilityent (ALM) framework for investors and insurers in a continuous-time economy. Their approach has been generalized to different objective functions under different stochastic models for the assets and the liabilities. This paper briefly summarizes recent advances along this research direction based on

Optometrist

A Review of Modern Cryptography: From the World War II Era to the Big-Data Eraof secret communication, which concerns about C.I.A., i.e., ., ., and . of information, so as to guarantee the safety during information transmission. Meanwhile . is the key step in information security, where an excellent example is online payment systems, which belongs to the field of Financial Te