Metaheuristics for Portfolio Optimization
An Introduction using MATLAB
Nonfiction, Computers, Advanced Computing, Artificial Intelligence
| Author: | G. A. Vijayalakshmi Pai | ISBN: | 9781119482796 |
| Publisher: | Wiley | Publication: | December 27, 2017 |
| Imprint: | Wiley-ISTE | Language: | English |
| Author: | G. A. Vijayalakshmi Pai |
| ISBN: | 9781119482796 |
| Publisher: | Wiley |
| Publication: | December 27, 2017 |
| Imprint: | Wiley-ISTE |
| Language: | English |
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.
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.
