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dc.contributor.advisorNualart, Eulàlia-
dc.contributor.advisorVives i Santa Eulàlia, Josep, 1963--
dc.contributor.authorMaura Rivero, Roberto Rafael-
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Eulàlia Nualart i Josep Vives i Santa Eulàliaca
dc.description.abstract[en] Long and extense is the literature of the portfolio theory. The main goal of it is basically deciding which one is the best possible investment given a set of available assets. During the last decades, there has been great improvement in the way of dealing with the problem and some fundamental changes in the hypothesis taken. The main issue that we will discuss here is that, so far, there is a trade off between the accuracy of the model and the computational time complexity. In this work, we will discuss some of those famous models that have appeared during history, its particular application and restrictions nowadays, emphasizing in the computational problems derived when working with big data. After that, we will code some of the models and compare them. Finally, we will propose one new model and will compare it with the previous
dc.format.extent54 p.-
dc.rightscc-by-nc-nd (c) Roberto Rafael Maura Rivero, 2018-
dc.subject.classificationAnàlisi de variànciaca
dc.subject.classificationTreballs de fi de grau-
dc.subject.classificationModels matemàticsca
dc.subject.classificationDades massivesca
dc.subject.classificationOptimització matemàticaca
dc.subject.classificationPython (Llenguatge de programació)ca
dc.subject.otherAnalysis of varianceen
dc.subject.otherBachelor's thesis-
dc.subject.otherMathematical modelsen
dc.subject.otherBig dataen
dc.subject.otherMathematical optimizationen
dc.subject.otherPython (Computer program language)en
dc.titlePortfolio theory: managing big dataca
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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