THE APPLICATION OF SIMULATED ANNEALING METHOD IN OBTAINING THE LOWEST LOSS POTENTIAL OF STOCK PORTOFOLIO BY MINIMIZING THE VALUE AT RISK
The problem of optimization in the topic of econophysics in reviewing stock portfolios is to get the highest profit. Optimization to get the highest profit can be viewed in different ways, including focusing on increasing potential profits or focusing on reducing potential losses or Value at Risk (V...
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| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/49045 |
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