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Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
Open Access
A study of asset portfolio risk control based on stochastic optimization
Yucui Bai
Yucui Bai
Department of Accounting, Shijiazhuang Information Engineering Vocational College
China
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Bai, Yucui
,
Ran Chen
Ran Chen
Department of Accounting, Shijiazhuang Information Engineering Vocational College
China
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Chen, Ran
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Lin Liu
Lin Liu
Department of Accounting, Shijiazhuang Information Engineering Vocational College
China
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Liu, Lin
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Yi Luo
Yi Luo
Department of Accounting, Shijiazhuang Information Engineering Vocational College
China
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Luo, Yi
Oct 30, 2023
Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
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Published Online:
Oct 30, 2023
Received:
Jan 24, 2023
Accepted:
May 10, 2023
DOI:
https://doi.org/10.2478/amns.2023.2.00884
Keywords
<kwd>Stochastic optimization algorithm</kwd>
,
<kwd>Minimum variance</kwd>
,
<kwd>Mean-variance</kwd>
,
<kwd>Risk evaluation</kwd>
,
<kwd>SGD algorithm</kwd>
© 2023 Yucui Bai et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
