Essays about: "Dynamisk portföljoptimering"
Found 3 essays containing the words Dynamisk portföljoptimering.
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1. Deep Learning for Dynamic Portfolio Optimization
University essay from KTH/Matematisk statistikAbstract : This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm, on a larger scale for the original problem. READ MORE
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2. Quantitative Portfolio Construction Using Stochastic Programming
University essay from KTH/Matematisk statistikAbstract : In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. READ MORE
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3. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation
University essay from KTH/Optimeringslära och systemteoriAbstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE