Statistical models and stochastic optimization in financial technology and investment science

DOI10.4310/AMSA.2020.V5.N2.A5MaRDI QIDQ2218182zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Shih-Wei Liao, Huanzhong Xu, Samuel Po Shing Wong

Publication date 14 January 2021

Published in Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/amsa.2020.v5.n2.a5

zbMATH Keywords

blockchainscollision resistancecryptographic hash functionsempirical Bayesportfolio optimization

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Financial markets (91G15) Optimal stochastic control (93E20)

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Cited in

(4)

• State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods
• Financial data science
• Reinforcement learning and stochastic optimisation
• Optimal statistical decisions about some alternative financial models

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