Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].

Stochastic Optimization for Financial Decision Making: Portfolio Selection Problem [QA402.5. K45 2008 f rb].

Tesis ini mengaplikasikan pengoptimuman berstokastik sebagai penyelesaian kepada masaalah pemilihan portfolio. Pemilihan portfolio merupakan satu bidang penting dalam pembuatan keputusan kewangan. Ciri penting bagi masaalah dalam pasaran kewangan umumnya terpisah dan tertakrif dengan jelas. In th...

Saved in:

书目详细资料
主要作者:	Ibrahim, Khlipah
格式:	Thesis
语言:	English
出版:	2008
主题:	QA299.6-433 Analysis
在线阅读:	http://eprints.usm.my/10417/1/STOCHASTIC_OPTIMIZATION_FOR_FINANCIAL_DECISION_MAKING.pdf
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskedastic Error [QA402.3. C514 2007 f rb].
由: Cheah, Lee Han
出版: (2006)

Integrated optimal control and parameter estimation algorithms for discrete-time nonlinear stochastic dynamical systems
由: Kek, Sie Long
出版: (2011)

Pengubahsuaian matriks hessian famili kaedah newton bagi permasalahan pengoptimuman tak berkekang berskala besar
由: Khadizah Ghazali
出版: (2022)

Integrated examination and analysis model for improving mobile cloud forensic investigation
由: Alnajjar, Ibrahim Ali Mohammad
出版: (2022)

Solving an application of university course timetabling problem by using genetic algorithm
由: Norhana, Shaibatul Khadri
出版: (2022)

Robust high dimensional m-test using regularized geometric median covariance
由: Kehinde, Alo Olusegun
出版: (2018)

Feature Selection of Microarray Data For Cancer Detection Using Simulated Kalman Filter (SKF) With Mutation
由: Ahmad Zamri, Nurhawani
出版: (2019)

Optimal statistical designs of multivariate EWMA and multivariate CUSUM charts based on average run length and median run leng
由: Lee, Ming Ha
出版: (2006)

Solving the volterra integral form of the lane emden equations by homotopy perturbation method and adomian decompostion method
由: Baharom, Fairuz Bahirah
出版: (2017)

Adaptive chosen all inputs model for analyzing key derivation functions against bit-flip and timing side-channel attacks
由: Koh, Wen Wen
出版: (2019)

An approximation to the solution of hyperbolic equation by homotopy analysis method
由: Ismail, Siti Hajar
出版: (2018)

Computational analysis on stent geometries in carotid artery
由: Paisal, Muhammad Sufyan Amir
出版: (2018)

Synchronization for different opinions in Malaysia Multiracial Society: a mathematical exploration study
由: Kamal Koh, Hasna Heng
出版: (2017)

Modelling and control of a balancing robot using digital state space approach
由: Abdul Kadir, Herdawatie
出版: (2005)

Investigation of dual-pump fiber optical parametric amplifier using highly nonlinear dispersion shifted fiber
由: Abdullahi, Abdirahman Mohamud
出版: (2020)

An improved computational model for classification of 3D spatio temporal FMRI data
由: Saharuddin, Shaznoor Shakira
出版: (2018)

Optimize class time tabling by using genetic algorithm technique in UTHM
由: Ahmad, Izah Rafidah
出版: (2019)

Improved genetic Particle Swarm Optimisation multiuser detector for Multi-Carrier Code Division Multiple Access
由: Kho, Desmond Teck Kiang
出版: (2013)

Interacted Multiple Ant Colonies for Search Stagnation Problem
由: Aljanabi, Alaa Ismael
出版: (2010)

Enhancement of Ant Colony Optimization for Grid Job Scheduling and Load Balancing
由: Husna, Jamal Abdul Nasir
出版: (2011)

Menu Planning Model for Malaysian Boarding School Using Self-Adaptive Hybrid Genetic Algorithms
由: Siti Noor Asyikin, Mohd Razali
出版: (2011)

Robust percentile bootstrap test with modified one-step M-estimator (MOM): An alternative modern statistical analysis
由: Nurul Hanis, Harun
出版: (2015)

Alexander-Govern test using Winsorized means
由: Faridzah, Jamaluddin
出版: (2015)

Indexing strategy for big data processing: A case study of PingER
由: Adamu, Fatima Binta
出版: (2015)

Non-weighted aggregate evaluation function of multi-objective optimization for knock engine modeling
由: Witwit, Azher Razzaq Hadi
出版: (2017)

Enhanced single exponential smoothing technique for extreme data
由: Noor Shahifah, Muhamad
出版: (2015)

Principal component and multiple correspondence analysis for handling mixed variables in the smoothed location model
由: Ngu, Penny Ai Huong
出版: (2016)

Ant Colony Optimization for Tourist Route
由: Meeplat, Nopparat
出版: (2005)

Examination Timetable Scheduling Using Tabu Search
由: Almabrok, Mohammed Saad
出版: (2008)

New Algorithm for Determinant of Matrices Via Combinatorial Approach
由: Zake, Lugen M.
出版: (2012)

MELex: a new lexicon for sentiment analysis in mining public opinion of Malaysia affordable housing projects
由: Nurul Husna, Mahadzir
出版: (2020)

Robust multivariate exponential weighted moving average (MEWMA) control charts using distance-wise robust estimators
由: Faridzah, Jamaluddin
出版: (2020)

A genre analysis on the roles of rhetorical structures and discourse markers in Malaysian newspaper reports
由: Hafizah, Hajimia
出版: (2020)

Robust linear discriminant rules with coordinatewise and distance based approaches
由: Lim, Yai Fung
出版: (2020)

An integrated model of enhanced analytic hierarchy process and system dynamics to evaluate anti-smoking strategies
由: Tisya Farida, Abdul Halim
出版: (2021)

Factors influencing Jordanian teachers technology integration in social studies teaching
由: Smadi, Mohammad Abed Latif
出版: (2021)

Unemployment in ASEAN countries: panel data analysis
由: Muhamad Mustaqim Azmi, Hamdan Kumaran
出版: (2021)

Analysis of Bankruptcy using Data Mining Approach
由: Ong, Ai Ping
出版: (2009)

Predicting Production of Crude Palm Oil Based on Weather Attributes
由: Ong, Ei Lin
出版: (2009)

Enhancement of Ant System Algorithm for Course Timetabling Problem
由: Djamarus, Djasli
出版: (2009)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group