Matvijchuk A. Optimization management of security portfolio structure

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0403U000982

Thesis Registration Form

0403U000982.pdf

Applicant for

Specialization

  • 08.03.02 - Економіко-математичне моделювання

06-03-2003

Specialized Academic Board

К 70.052.01

Essay

Thesis is devoted to solution of financial resources effective allocation problem. It consists in optimization of funds distribution between various securities and nonrisk assets in time with purpose to maximize the expectation profit with meet the requirements of permissible risk level. The new risk functions, optimization criteria, mathematical models, algorithms and programs are developed. They allow to conduct the investment activity taking into account its goals and level of its aggression. The adaptive procedures of stock price forecasting are developed using neural networks methods.

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Files

aref.doc

dis.doc

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