Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Year of publication: |
2022
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Authors: | Janabi, Mazin A. M. al |
Published in: |
Journal of modelling in management. - Bradford : Emerald, ISSN 1746-5672, ZDB-ID 2243983-3. - Vol. 17.2022, 3, p. 864-895
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Subject: | Analytics | Artificial intelligence | Business analysis | Commodity | Finance | Liquidity risk | Liquidity-adjusted value-at-risk | Machine learning | Optimization | Portfolio analysis | Portfolio management | Risk analysis | Stress testing | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Liquiditätsbeschränkung | Liquidity constraint |
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Janabi, Mazin A. M. al, (2015)
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