Two new historical data based scenario tree generation methods (Q4980375)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two new historical data based scenario tree generation methods |
scientific article; zbMATH DE number 6311164
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two new historical data based scenario tree generation methods |
scientific article; zbMATH DE number 6311164 |
Statements
30 June 2014
0 references
portfolio selection
0 references
scenario analysis
0 references
scenario tree
0 references
\(K\)-means
0 references
arbitrage opportunity
0 references
0.8002521991729736
0 references
0.7936816215515137
0 references
0.7871735692024231
0 references
0.7868441343307495
0 references
0.7733078598976135
0 references
