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An artificial intelligence approach to optimal risk control / Nisren Hassaneen Mohamed Hassaneen ; Supervised Hegazy M. Zaher , Naglaa R. Saeid

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Nisren Hassaneen Mohamed Hassaneen , 2015Description: 131 Leaves : charts ; 30cmOther title:
  • أسلوب الذكاء الأصطناعى لأفضلية التحكم للمخاطر [Added title page title]
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  • Issued also as CD
Dissertation note: Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Operations Research Summary: This thesis aimed at investigating the ability to control of risk introducing several proposed models using several control tools. Also a real case study is considered under the proposed models. Also it is shown how to control portfolio risk using several methods under fixed return. -This research considers several different models to optimal risk control of portfolios by minimizing risk under fixed return (MV, CVaR, MAD) and by fuzzy logic control, as well as the early warning system and control theory
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Item type Current library Home library Call number Copy number Status Date due Barcode
Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.05.Ph.D.2015.Ne.A (Browse shelf(Opens below)) Not for loan 01010110069379000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.05.Ph.D.2015.Ne.A (Browse shelf(Opens below)) 69379.CD Not for loan 01020110069379000

Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Operations Research

This thesis aimed at investigating the ability to control of risk introducing several proposed models using several control tools. Also a real case study is considered under the proposed models. Also it is shown how to control portfolio risk using several methods under fixed return. -This research considers several different models to optimal risk control of portfolios by minimizing risk under fixed return (MV, CVaR, MAD) and by fuzzy logic control, as well as the early warning system and control theory

Issued also as CD

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