Zobrazeno 1 - 10
of 3 739
pro vyhledávání: '"Risk budget"'
Autor:
Spilak, Bruno, Härdle, Wolfgang Karl
We propose a portfolio allocation method based on risk factor budgeting using convex Nonnegative Matrix Factorization (NMF). Unlike classical factor analysis, PCA, or ICA, NMF ensures positive factor loadings to obtain interpretable long-only portfol
Externí odkaz:
http://arxiv.org/abs/2204.02757
Planning in environments with other agents whose future actions are uncertain often requires compromise between safety and performance. Here our goal is to design efficient planning algorithms with guaranteed bounds on the probability of safety viola
Externí odkaz:
http://arxiv.org/abs/2106.09127
Autor:
LUO, SHENG-FENG1 (AUTHOR) sanford@cycu.edu.tw
Publikováno v:
International Journal of Theoretical & Applied Finance. Feb2020, Vol. 23 Issue 1, pN.PAG-N.PAG. 16p.
Publikováno v:
Bloomberg.com. 10/20/2024, pN.PAG-N.PAG. 1p.
Autor:
Seungwoo Han1 seungwoo@alpaca-tech.ai
Publikováno v:
Journal of Financial Data Science. Fall2023, Vol. 5 Issue 4, p86-99. 14p.
Autor:
Arends, Gerard, Bielecki, Rolf, Castle, John, Drabek, Stanislav, Haack, Alfred, Nedbal, Frantisek, Nordmark, Annica, Sterling, Ray
Publikováno v:
In Tunnelling and Underground Space Technology incorporating Trenchless Technology Research 2004 19(1):29-33
Publikováno v:
ICRA
Planning in environments with other agents whose future actions are uncertain often requires compromise between safety and performance. Here our goal is to design efficient planning algorithms with guaranteed bounds on the probability of safety viola
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a561fa99d70ffd58f6b656e1f8211e37
https://doi.org/10.1109/icra48506.2021.9561745
https://doi.org/10.1109/icra48506.2021.9561745
Autor:
Niels Bugert
Publikováno v:
IFAC-PapersOnLine. 52:1295-1300
Material flow disruptions can cause serious damage in supply networks. Quantitative models which support the decision process in supply chain risk management need to be designed to support practitioners. This approach combines Monte-Carlo Simulation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7e8ad4667e142a53de5d77d3695c818
https://doi.org/10.1016/j.ifacol.2019.11.377
https://doi.org/10.1016/j.ifacol.2019.11.377
Publikováno v:
Asset Management at Central Banks and Monetary Authorities ISBN: 9783030434564
Over the recent years, Danmarks Nationalbank has transformed its approach to reserve management. The new framework is organized around two main pillars—a tiered liquidity management framework and an overall risk budget. Together they provide a fram
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f892e5f9a45bd2355157cc90e15dfc54
https://doi.org/10.1007/978-3-030-43457-1_13
https://doi.org/10.1007/978-3-030-43457-1_13