Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18 сб,вс: 11-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Хиты | |
 

Uncertain Portfolio Optimization, Qin


Варианты приобретения
Цена: 16070.00р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Америка: Есть  
При оформлении заказа до: 2025-07-28
Ориентировочная дата поставки: Август-начало Сентября
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Qin
Название:  Uncertain Portfolio Optimization
ISBN: 9789811018091
Издательство: Springer
Классификация:

ISBN-10: 981101809X
Обложка/Формат: Hardback
Страницы: 192
Вес: 0.48 кг.
Дата издания: 2016
Серия: Uncertainty and Operations Research
Язык: English
Иллюстрации: 20 black & white illustrations, 25 colour illustrations, biography
Размер: 244 x 158 x 17
Читательская аудитория: General (us: trade)
Основная тема: Business/Economics
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the author’s extensive work on uncertainty portfolio optimization in recent years. Considering security returns as different variables, the book presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and up-to-date guide to uncertain portfolio optimization models.
Дополнительное описание:
Preface.- 1 Preliminaries.- 2 Credibilistic Mean-Variance-Skewness Model.- 3 Credibilistic Mean-Absolute Deviation Model.- 4 Minimization Model.- 5 Uncertain Mean-Semiabsolude Deviation Model.- 6 Uncertain Mean-LPMs Model.- 7 Interval Mean-Semiabsolu



Models and Algorithms for Global Optimization

Автор: Aimo T?rn; Julius ?ilinskas
Название: Models and Algorithms for Global Optimization
ISBN: 1441942203 ISBN-13(EAN): 9781441942203
Издательство: Springer
Рейтинг:
Цена: 25853.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The research of Antanas Zilinskas has focused on developing models for global optimization, implementing and investigating the corresponding algorithms, and applying those algorithms to practical problems.

Optimization on Metric and Normed Spaces

Автор: Alexander Zaslavski
Название: Optimization on Metric and Normed Spaces
ISBN: 0387886206 ISBN-13(EAN): 9780387886206
Издательство: Springer
Рейтинг:
Цена: 23058.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Covering recent work on Banach and complete metric spaces, this book uses the Baire approach and considers approximate solutions. It presents new results including penalty methods in constrained optimization and extant solutions in parametric optimization.

Hybrid Optimization

Автор: Pascal van Hentenryck; Michela Milano
Название: Hybrid Optimization
ISBN: 1461427304 ISBN-13(EAN): 9781461427308
Издательство: Springer
Рейтинг:
Цена: 27251.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Hybrid Optimization focuses on the application of artificial intelligence and operations research techniques to solve combinatorial optimization problems. The text presents techniques for hybrid modeling, integrated solving strategies, decomposition techniques, use of relaxations, and search strategies.

Generalized Convexity and Vector Optimization

Автор: Shashi K. Mishra; Shouyang Wang; Kin Keung Lai
Название: Generalized Convexity and Vector Optimization
ISBN: 3642099300 ISBN-13(EAN): 9783642099304
Издательство: Springer
Рейтинг:
Цена: 23058.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of generalized convexity assumptions. It details the present state of knowledge on research done in this area.

Parallel Scientific Computing and Optimization

Автор: Raimondas Ciegis; David Henty; Bo K?gstr?m; Julius
Название: Parallel Scientific Computing and Optimization
ISBN: 0387097066 ISBN-13(EAN): 9780387097060
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Introduces the developments in the construction, analysis, and implementation of parallel computing algorithms. This book includes construction and analysis of parallel algorithms for linear algebra and optimization problems. It covers different aspects of parallel architectures, including distributed memory computers with multicore processors.

V-Invex Functions and Vector Optimization

Автор: Shashi K. Mishra; Shouyang Wang; Kin Keung Lai
Название: V-Invex Functions and Vector Optimization
ISBN: 1441945288 ISBN-13(EAN): 9781441945280
Издательство: Springer
Рейтинг:
Цена: 16070.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume summarizes and synthesizes an aspect of research work that has been done in the area of Generalized Convexity over the past few decades. The authors integrate related research into the book and demonstrate the wide context from which the area has grown and continues to grow.

Nonsmooth Vector Functions and Continuous Optimization

Автор: V. Jeyakumar; Dinh The Luc
Название: Nonsmooth Vector Functions and Continuous Optimization
ISBN: 1441944729 ISBN-13(EAN): 9781441944726
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimization problems, as well as variational inequalities in finite dimensions.

Feasibility and Infeasibility in Optimization:

Автор: John W. Chinneck
Название: Feasibility and Infeasibility in Optimization:
ISBN: 1441945199 ISBN-13(EAN): 9781441945198
Издательство: Springer
Рейтинг:
Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

Constrained optimization models are core tools in business, science, government, and the military with applications including airline scheduling, control of petroleum refining operations, investment decisions, and many others. Constrained optimization models have grown immensely in scale and complexity in recent years as inexpensive computing power has become widely available. Models now frequently have many complicated interacting constraints, giving rise to a host of issues related to feasibility and infeasibility. For example, it is sometimes difficult to find any feasible point at all for a large model, or even to accurately determine if one exists, e.g. for nonlinear models. If the model is feasible, how quickly can a solution be found? If the model is infeasible, how can the cause be isolated and diagnosed? Can a repair to restore feasibility be carried out automatically? Researchers have developed numerous algorithms and computational methods in recent years to address such issues, with a number of surprising spin-off applications in fields such as artificial intelligence and computational biology. Over the same time period, related approaches and techniques relating to feasibility and infeasibility of constrained problems have arisen in the constraint programming community.

Feasibility and Infeasibility in Optimization is a timely expository book that summarizes the state of the art in both classical and recent algorithms related to feasibility and infeasibility in optimization, with a focus on practical methods. All model forms are covered, including linear, nonlinear, and mixed-integer programs. Connections to related work in constraint programming are shown. Part I of the book addresses algorithms for seeking feasibility quickly, including new methods for the difficult cases of nonlinear and mixed-integer programs. Part II provides algorithms for analyzing infeasibility by isolating minimal infeasible (or maximum feasible) subsets of constraints, or by finding the best repair for the infeasibility. Infeasibility analysis algorithms have arisen primarily over the last two decades, and the book covers these in depth and detail. Part III describes applications in numerous areas outside of direct infeasibility analysis such as finding decision trees for data classification, analyzing protein folding, radiation treatment planning, automated test assembly, etc.

A main goal of the book is to impart an understanding of the methods so that practitioners can make immediate use of existing algorithms and software, and so that researchers can extend the state of the art and find new applications. The book is of interest to researchers, students, and practitioners across the applied sciences who are working on optimization problems.

Large-Scale Nonlinear Optimization

Автор: Gianni Pillo; Massimo Roma
Название: Large-Scale Nonlinear Optimization
ISBN: 1441940146 ISBN-13(EAN): 9781441940148
Издательство: Springer
Рейтинг:
Цена: 23058.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research.

Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems

Автор: Andrea Lodi; Michela Milano; Paolo Toth
Название: Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems
ISBN: 3642135196 ISBN-13(EAN): 9783642135194
Издательство: Springer
Рейтинг:
Цена: 10480.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Constitutes the refereed proceedings of the 7th International Conference on Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, CPAIOR 2010, held in Bologna, Italy, in June 2010.

Optimization in Public Transportation

Автор: Anita Sch?bel
Название: Optimization in Public Transportation
ISBN: 1441941061 ISBN-13(EAN): 9781441941060
Издательство: Springer
Рейтинг:
Цена: 19564.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book develops models, results and algorithms for optimizing public transportation from a customer-oriented viewpoint. An appendix summarizes some of the basics of optimization needed to interpret the material in the book.

Optimization and Optimal Control

Автор: Altannar Chinchuluun; Panos Pardalos; Rentsen Enkh
Название: Optimization and Optimal Control
ISBN: 1461426243 ISBN-13(EAN): 9781461426240
Издательство: Springer
Рейтинг:
Цена: 27251.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Optimization and optimal control have numerous applications in various disciplines and research in these areas is accelerating at a rapid pace. "Optimization and Optimal Control: Theory and Applications" brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия