3 papers
cs.CE2001
The Risk Profile Problem for Stock Portfolio Optimization
Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
This work initiates research into the problem of determining an optimal investment strategy for investors with different attitudes towards the trade-offs of risk and profit. The pr…
cs.DS2001
On-Line Difference Maximization
Ming-Yang Kao, Stephen R. Tate
In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving…
cs.CE2000
Designing Proxies for Stock Market Indices is Computationally Hard
Ming-Yang Kao, Stephen R. Tate
In this paper, we study the problem of designing proxies (or portfolios) for various stock market indices based on historical data. We use four different methods for computing mark…