Optimizing Risk Strategies in Multiple Dimensions

Daniel M. Ph.D. Tom

No 4e58b, OSF Preprints from Center for Open Science

Abstract: We optimize risk strategies going beyond a simple score cut to a dual score multi-cell strategy matrix. We further generalize to higher dimensions, and provide an example 3-D stairstep risk strategy optimization in code. Such algorithm is necessary to handle the huge number of stairstep boundaries for large matrices in high dimensions.

Date: 2023-04-02
New Economics Papers: this item is included in nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:4e58b

DOI: 10.31219/osf.io/4e58b

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