Contatto
Come acquistare
Consegna
Guida all'acquisto
MOEAs for Portfolio Optimization Applications
Inglese
62 b
Fino a 30 giorni per il reso
I clienti hanno acquistato anche
/
Libro
27.59
€
/
In brossura
25.29
€
/
In brossura
19.09
€
/
In brossura
35.49
€
Mathematical modeling in the financial area is of great scientific and practical interest because the study of economic systems such as bourses, banks, insurance and investment companies is important for both the participants in these systems and for the state. The study of the above mentioned higher economic systems is a complex task insofar as they operate under conditions of uncertainty caused by the probability nature of the processes in them, large dimensionality and complexity of the systems themselves, as well as the influence of the human factor. Both prerequisites - for the rationality of the decision-maker and for the information about the law on the distribution of the future asset price - in real life are far from being fulfilled. A state-of-the-art survey of different evolutionary techniques used to solve multiple objective portfolio optimization problems is provided. Some basic concepts of this type of algorithms are considered in brief. The Markowitz mean variance optimization model in its single objective and multiple objective variants is described. Different constraint types are briefly presented. Several developments based on this model are discussed and analyzed.
Informazioni sul libro
Inglese
Regala questo libro oggi stesso
È facile
1 Aggiungi il libro al carrello e scegli la consegna come regalo 2 Ti invieremo subito il buono 3 Il libro arriverà all'indirizzo del destinatarioPotrebbe interessarti anche
/
In brossura
37.69
€
/
In brossura
13.59
€
Ciao! Sono Libroamiko, il tuo consulente di libri.
Come posso aiutarti?