5 resultados para Modern portfolio theory
em Bulgarian Digital Mathematics Library at IMI-BAS
Resumo:
The standards of diagnostic systems formation in medicine based on modeling expert’s “means of action” in form of illegible trees of solution-making taking into consideration the criteria of credibility and usefulness have been suggested. The fragments of “applied” trees at diagnosing infectious and urological diseases have been considered as well. The possibilities of modern tooling theory usage for decision-making during creation of artificial intelligence systems have been discussed.
Resumo:
Improvement of training students using modern information technologies, like collective developing teaching computer software, is discussed. Organizational, technical, technological advices are given. Experience of using information technologies in educational course “Decision Theory” is described.
Resumo:
Portfolio analysis exists, perhaps, as long, as people think about acceptance of rational decisions connected with use of the limited resources. However the occurrence moment of portfolio analysis can be dated precisely enough is having connected it with a publication of pioneer work of Harry Markovittz (Markovitz H. Portfolio Selection) in 1952. The model offered in this work, simple enough in essence, has allowed catching the basic features of the financial market, from the point of view of the investor, and has supplied the last with the tool for development of rational investment decisions. The central problem in Markovitz theory is the portfolio choice that is a set of operations. Thus in estimation, both separate operations and their portfolios two major factors are considered: profitableness and risk of operations and their portfolios. The risk thus receives a quantitative estimation. The account of mutual correlation dependences between profitablenesses of operations appears the essential moment in the theory. This account allows making effective diversification of portfolio, leading to essential decrease in risk of a portfolio in comparison with risk of the operations included in it. At last, the quantitative characteristic of the basic investment characteristics allows defining and solving a problem of a choice of an optimum portfolio in the form of a problem of quadratic optimization.
Resumo:
AMS subject classification: 93C95, 90A09.
Resumo:
Report published in the Proceedings of the National Conference on "Education and Research in the Information Society", Plovdiv, May, 2014