Mathematical analysis of investment systems

Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, ...

Mathematical analysis of behavior systems

A behavior system consists of the components and control programs necessary to establish a particular behavior in a robotic agent The paper proposes a mathematical approach for the analysis of behavior systems The approach rests on viewing a behavior system as a dynamical system whose equilibrium state is attained when the behavior it is responsible for is achieved

Systems Analysis of Investment Project Efficiency Evaluation

Mathematical Model of Financial Investment Risk

This paper establishes the income and risk model in financial investment based on multi-objective programming theory, aiming to analyze the relationship between risk and return in financial investment and discuss the relationship between the risk the investor shall bear and decentralization degree of investment project. MATLAB software is used to analyze the investor’s optimized return under fi...

Mathematical Analysis of Multi-Agent Systems

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be considered to be stochastic and unpredictable, the collective behavior of such systems can have a simple probabilistic description. We show that a class of ma...