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|Title:||Graph theoretic approach for risk management||Authors:||Ong, Wilson Boon Tat.||Keywords:||DRNTU::Engineering::Computer science and engineering::Data::Data structures||Issue Date:||2011||Abstract:||How an investor should manages his or her risk exposure when investing, especially in today’s volatile financial markets? Signed graphs have been shown to provide tangible relationships and correlations between different assets, e.g. currencies, commodities or derivatives. Using a graph theoretical approach, I have created different portfolios, using different assets and a timeline of 7 years and more, to further explain how signed graphs can effectively manage an investor’s risk exposure.||URI:||http://hdl.handle.net/10356/45369||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||EEE Student Reports (FYP/IA/PA/PI)|
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