Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Subject "Mathematical models"
Now showing items 1-3 of 3
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Conference Object
Application of artificial neural networks in the prediction of earnings
(IEEE, 1994)The feasibility of using artificial neural networks (ANNs) for predicting future earnings by stock market and capital market investors was evaluated. A multilayer perceptron feedforward neural network architecture with an ...
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Article
A dynamic stochastic programming model for international portfolio management
(2008)We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms of scenario trees that reflect the empirical ...
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Article
Stochastic linear programs with restricted recourse
(1997)Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...