Optimization algorithms and investment portfolio analytics with machine learning techniques under time-varying liquidity constraints
Mazin A.M. Al Janabi
| Year of publication: |
2022
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|---|---|
| Authors: | Al Janabi, Mazin A. M. |
| 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 | Risikomanagement | Risk management | Risikomaß | Risk measure | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JM2-10-2020-0259 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013362663