Financial/Actuarial Mathematics Seminar

Academic Year 2007-2008: Thursdays 3:10-4:00, 3088 East Hall



Spectral Analysis in Mathematical Finance: Intelligent Walk

Ahmet Duran

Department of Mathematics, University of Michigan

March 27, 2008



Abstract

I will present a new method of profitable investment strategy for portfolio risk management. Moreover, we implement a rule based expert system for the real-time financial decision making process by using the power of spectral analysis.
This is joint work with my financial mathematics student Michael Bommarito (U of M).


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