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    Discovery Projects - Grant ID: DP120100928

    Funder
    Australian Research Council
    Funding Amount
    $330,000.00
    Summary
    Improving risk management based on short-term stochastic forecast for financial decisions. The project targets the problems of strategy selection in the framework of mathematical finance. The aim is to find ways to reduce the impact of forecast errors in the presence of uncertainty. Related forecasting algorithms and solutions of optimization problems will be obtained.
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