Allianz Global Investors GmbH funds this research project to derive optimal goal-based investment solutions during accumulation phase, with particular focus on Asset Allocation processes, back-testing and forward-looking simulation techniques, Target-Driven Investment Solutions, Private and Corporate Pension Solutions, and Holistic Portfolio Approaches. Results and applications aim to derive forecast methods for financial time series via both NNs -methods and multivariate time series approaches to optimize investment outcomes, pension funds management as well as the treatment of effective links between insurance strategies related to life frameworks within the new incoming European rules.
