„Kockázatelemzés és -kezelés” változatai közötti eltérés

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 == Vizsga ==
+=== Tételsor ===
+{{Rejtett
+|mutatott='''2016'''
+|szöveg=
+#Mathematical description of large systems, definition of risk, stochastic interpretation. Complexity of evaluating the risk measures.
+#Evaluation of risk when defined as the tail of the risk measure. Large deviation theory, Markov inequality, Chernoff bound.
+#Different optimization techniques for setting the free parameter of the Chernoff bound.
+#Low risk operation by admission control, applying the Chernoff bound  to ensure a pre-defined risk level, in the case of users belonging to different classesd.
+#Portfolio diversification as risk mitigation. Portfolio optimization as a quadratic problem by minimizing the variance of the portfolio return.
+#Low-risk portfolios by mean reverting processes. The Orstein-Uhlenbeck process, the risk (predictability factor), risk optimization as a generalized eigenvalue problem.
+#Solutions for the extreme (largest and smallest) eigenvalue problem, gradient method and Oja’s algorithm.
+#Estimating the average risk by Monte Carlo methods.
+#Estimating the average risk by Stratified Sampling.
+#Estimating the average risk by the Li –Sylvester method.
+#Estimating the average risk by adaptive approximation using the Radial Basis Functions.
+}}