Heuristic methods are used when rigorous ones are either unknown or cannot be applied, typically because they would be too slow. A metaheuristic is a general optimization framework that is used to control an underlying problem-specific heuristic such that the method can be easily applied to diffe
Metaheuristics for Portfolio Optimization: An Introduction using MATLAB
β Scribed by G. A. Vijayalakshmi Pai
- Publisher
- Wiley-ISTE
- Year
- 2018
- Tongue
- English
- Leaves
- 307
- Series
- Metaheuristics Set
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.
β¦ Subjects
Electronic book text;COM032000;Artificial Intelligence;Computer Science;Informatik;KΓΌnstliche Intelligenz;CSF0: KΓΌnstliche Intelligenz;9632: Nonbooks, PBS / Informatik, EDV/Informatik
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