Graph theoretic approach for risk management

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...

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Bibliographic Details
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
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-453692023-07-07T17:35:19Z Graph theoretic approach for risk management Ong, Wilson Boon Tat. Lim Meng Hiot School of Electrical and Electronic Engineering DRNTU::Engineering::Computer science and engineering::Data::Data structures 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. Bachelor of Engineering 2011-06-13T03:30:19Z 2011-06-13T03:30:19Z 2011 2011 Final Year Project (FYP) http://hdl.handle.net/10356/45369 en Nanyang Technological University 64 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Engineering::Computer science and engineering::Data::Data structures
spellingShingle	DRNTU::Engineering::Computer science and engineering::Data::Data structures Ong, Wilson Boon Tat. Graph theoretic approach for risk management
description	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.
author2	Lim Meng Hiot
author_facet	Lim Meng Hiot Ong, Wilson Boon Tat.
format	Final Year Project
author	Ong, Wilson Boon Tat.
author_sort	Ong, Wilson Boon Tat.
title	Graph theoretic approach for risk management
title_short	Graph theoretic approach for risk management
title_full	Graph theoretic approach for risk management
title_fullStr	Graph theoretic approach for risk management
title_full_unstemmed	Graph theoretic approach for risk management
title_sort	graph theoretic approach for risk management
publishDate	2011
url	http://hdl.handle.net/10356/45369
_version_	1772826283322900480

Graph theoretic approach for risk management

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