Foreign exchange trading and management with the stochastic dual dynamic programming method

Keyphrases

• Dynamic Programming Algorithm 100%
• Stochastic Dual Dynamic Programming 100%
• Foreign Exchange Management 100%
• Foreign Exchange Trading 100%
• Developed Markets 66%
• Multistage Stochastic Programming 66%
• Hedging 66%
• Stochastic Programming Model 66%
• Uncertainty Levels 66%
• Trade Policy Uncertainty 66%
• Trading Policies 66%
• Business Operations 66%
• Volatility 33%
• Emerging Economies 33%
• Random Events 33%
• Numerical Methods 33%
• Risk Tolerance 33%
• Risk Exposure 33%
• Price Model 33%
• Conservative Approach 33%
• FX Trading 33%
• Currency Pairs 33%
• Average Profit 33%
• Foreign Exchange 33%
• Speculative Trading 33%
• Stochastic Trend 33%

INIS

• management 100%
• policy 100%
• stochastic processes 100%
• dynamic programming 100%
• trade 42%
• prices 42%
• tools 28%
• levels 28%
• solutions 28%
• market 28%
• risks 28%
• business 28%
• operation 28%
• programming 28%
• schedules 14%
• comparative evaluations 14%
• performance 14%
• benchmarks 14%
• randomness 14%
• tolerance 14%
• increasing 14%
• profits 14%
• economy 14%
• volatility 14%

Economics, Econometrics and Finance

• Dynamic Programming 100%
• Foreign Exchange Market 100%
• Hedging 66%
• Trade Policy Uncertainty 66%
• Emerging Economies 33%
• Volatility 33%
• Foreign Exchange 33%
• Currency Derivative 33%