Linear decision rules for controlling complex systems are often obtained by matrix inversion, but transform methods … offer an alternative approach that yields insights into the structure of the decision problem of maximizing expected payoffs …

requirement of rich expertise in financial risk. Compared with other black-box algorithms, the explainable CBR system allows a … predicting financial risk, which is essential for both financial companies and their customers. In addition, results show that …

investment periods is the conditional risk mapping approach. The idea is to develop a model in which information from the … previous investment period can be used in the decision for the next investment period. In this approach, such information is … optimization problem with rebalancing in a more time-efficient way when coherent risk measures are used. Artzner et al. (1999 …