Goal-based Investment

Defining a financial goal can be a way to define the optimal investment strategy.


Problem
Multi-Period Optimization
Algorithm
Stochastic Dynamic Programming
Dimensionality Reduction
Technology
Java
Matlab

Defining long-term investment strategy can be difficult. Determining your risk profile, choosing from a variety of financial instruments, following the market. Reinvesting (and hence repeating the whole process again) if markets somewhat changed...



As an alternative, I built a model that automatically defines an optimal investment strategy. All you need to do, is to define your financial goals. Maybe you want to buy a house. Maybe you want to pay for the studies of your children. Maybe you plan retirement benefits. As long as your goals have a due date and precise monetary value, Goal based investment would be able to suggest you the optimal investment strategy.

Goal-based Investment



Defining a financial goal can be a way to define the optimal investment strategy.

Defining long-term investment strategy can be difficult. Determining your risk profile, choosing from a variety of financial instruments, following the market. Reinvesting (and hence repeating the whole process again) if markets somewhat changed...



As an alternative, I built a model that automatically defines an optimal investment strategy. All you need to do, is to define your financial goals. Maybe you want to buy a house. Maybe you want to pay for the studies of your children. Maybe you plan retirement benefits. As long as your goals have a due date and precise monetary value, Goal based investment would be able to suggest you the optimal investment strategy.

Problem
Multi-Period Optimization
Algorithm
Stochastic Dynamic Programming
Dimensionality Reduction
Technology
Java
Matlab