Graph theoretic approach for risk management

• Main Author: Ong, Wilson Boon Tat.
• Other Authors: Lim Meng Hiot
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Computer science and engineering::Data::Data structures
• Online Access: http://hdl.handle.net/10356/45369
• Institution: Nanyang Technological University

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 the...