There are 4 major computational areas used within this project:
- Applying stochastic pricing models, to predict the price of a specific asset or stock.
- Applying portfolio optimization principles to the results determined from stochastic pricing models.
- Combining multiple optimized portfolios to construct a set of many optimized portfolios called the efficient frontier.
- Combining the optimized results of multiple smaller time periods into one large time period, to simulate portfolio re-balancing.
Please click on each step for an overview of how each process is done.