Now showing items 1-2 of 2

    • Bounds on Aggregate Assets 

      Jiang, Xiao (University of Waterloo, 2014-01-23)
      Aggregating financial assets together to form a portfolio, commonly referred to as "asset pooling", is a standard practice in the banking and insurance industries. Determining a suitable probability distribution for this ...
    • A General Neural Network Methodology for Multi-period Portfolio Optimization 

      Ni, Chendi (University of Waterloo, 2024-01-22)
      In this thesis, we propose a neural network methodology for solving the multi-period portfolio optimization problem. Our approach formulates the problem as a stochastic optimal control problem and uses a single neural ...

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