{"title":"选定的金融应用","authors":"Ramesh Adhikari","doi":"10.3888/tmj.23-5","DOIUrl":null,"url":null,"abstract":"This article shows how to use some of Mathematica’s built-in financial functions and define new functions useful for the practical analysis of real-world financial data. The main topics covered are linear programming and its application in bond portfolio management, conditional value-at-risk minimization, introductory time-series analysis, simulation, bootstrapping, robust equity portfolio optimization and artificial intelligence.","PeriodicalId":91418,"journal":{"name":"The Mathematica journal","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Selected Financial Applications\",\"authors\":\"Ramesh Adhikari\",\"doi\":\"10.3888/tmj.23-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article shows how to use some of Mathematica’s built-in financial functions and define new functions useful for the practical analysis of real-world financial data. The main topics covered are linear programming and its application in bond portfolio management, conditional value-at-risk minimization, introductory time-series analysis, simulation, bootstrapping, robust equity portfolio optimization and artificial intelligence.\",\"PeriodicalId\":91418,\"journal\":{\"name\":\"The Mathematica journal\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The Mathematica journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3888/tmj.23-5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Mathematica journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3888/tmj.23-5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This article shows how to use some of Mathematica’s built-in financial functions and define new functions useful for the practical analysis of real-world financial data. The main topics covered are linear programming and its application in bond portfolio management, conditional value-at-risk minimization, introductory time-series analysis, simulation, bootstrapping, robust equity portfolio optimization and artificial intelligence.
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