Graph theoretic approach for risk management

• المؤلف الرئيسي: Ong, Wilson Boon Tat.
• مؤلفون آخرون: Lim Meng Hiot
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2011
• الموضوعات: DRNTU::Engineering::Computer science and engineering::Data::Data structures
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/45369
• المؤسسة: 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 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.