Research Project:
Commodity Trading
This project studies computation problems related to inventory management, and commodity trading. The focus is on efficient algorithms for evaluating and ranking various decision options, and for estimating portfolio valuation and risk.
Project status: Complete
Project Home Page: http://www.cs.brown.edu/research/finance/projects.html
Research Areas
| Design and Analysis of Algorithms |
People
| Eli Upfal |
| Page Owner: Webmaster | Last Modified: Mon Oct 23 14:57:09 2006 |