MOEAs for Portfolio Optimization Applications

Name: MOEAs for Portfolio Optimization Applications
Brand: LAP Lambert Academic Publishing
SKU: 9786139899845
Price: 129.75 RON
Availability: InStock

Autor: Krassimira Stoyanova, Vassil Guliashki

Limbă:

Legare: Carte broșată

Editura: LAP Lambert Academic Publishing

Disponibilitate: În depozitul extern

Expediem în 5-8 zile

129.75 lei

Mathematical modeling in the financial area is of great scientific and practical interest because th...

Informații despre carte

Autor

Krassimira Stoyanova, Vassil Guliashki

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2018

Pagini

EAN

9786139899845

Enbook ID

20212039

Editura

LAP Lambert Academic Publishing

Greutate

Dimensiuni

150 x 220 x 3

Descriere completă

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.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

MOEAs for Portfolio Optimization Applications

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și