Online Algorithms for the Portfolio Selection Problem, Dochow
Автор: Markowitz, Harry M. Название: Portfolio selection ISBN: 1557861080 ISBN-13(EAN): 9781557861085 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a classic book, representing the first major breakthrough in the field of modern financial theory. In effect, it created the mathematics of portfolio selection in a model which has turned out to be the indispensable building block from which the theory of the demand for risky securities is constructed.
Автор: Fabozzi Название: Robust Portfolio Optimization and Management ISBN: 047192122X ISBN-13(EAN): 9780471921226 Издательство: Wiley Рейтинг: Цена: 14098.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.
Автор: Ilias S. Kotsireas; Anna Nagurney; Panos M. Pardal Название: Dynamics of Disasters—Key Concepts, Models, Algorithms, and Insights ISBN: 3319437070 ISBN-13(EAN): 9783319437071 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume results from the “Second International Conference on Dynamics of Disasters” held in Kalamata, Greece, June 29-July 2, 2015. The conference covered particular topics involved in natural and man-made disasters such as war, chemical spills, and wildfires. Papers in this volume examine the finer points of disasters through: * Critical infrastructure protection * Resiliency * Humanitarian logistic * Relief supply chains * Cooperative game theory * Dynamical systems * Decision making under risk and uncertainty * Spread of diseases * Contagion * Funding for disaster relief * Tools for emergency preparedness * Response, and risk mitigation Multi-disciplinary theories, tools, techniques and methodologies are linked with disasters from mitigation and preparedness to response and recovery. The interdisciplinary approach to problems in economics, optimization, government, management, business, humanities, engineering, medicine, mathematics, computer science, behavioral studies, emergency services, and environmental studies will engage readers from a wide variety of fields and backgrounds.
Описание: Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business.
Автор: Agarwal Название: Developments in Mean-Variance Efficient Portfolio Selection ISBN: 1137359919 ISBN-13(EAN): 9781137359919 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses new determinants for optimal portfolio selection. It reviews the existing modelling framework and creates mean-variance efficient portfolios from the securities companies on the National Stock Exchange. Comparisons enable researchers to rank them in terms of their effectiveness in the present day Indian securities market.
Автор: Weigand Robert A Название: Applied Equity Analysis and Portfolio Management + Online Vi ISBN: 1118630912 ISBN-13(EAN): 9781118630914 Издательство: Wiley Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From asset allocation to selecting investments in a global market, Applied Equity Analysis and Portfolio Management offers readers a solid foundation in the field of finance and presents the same tools used extensively by professionals, organizations, and academic institutions.
Автор: Faber Mebane T Название: Ivy Portfolio: How to Invest Like the Top Endowments and Avo ISBN: 1118008855 ISBN-13(EAN): 9781118008850 Издательство: Wiley Рейтинг: Цена: 2693.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The best way to beat the market is to follow the top endowments that always do: Harvard and Yale. The Ivy Portfolio is a step-by-step guide on how to track and mimic the investment results of these legendary endowments using an Exchange Traded Fund-based investment strategy.
Автор: Hyer Tom Название: Derivatives Algorithms - Volume 1: Bones (Second Edition) ISBN: 9814699519 ISBN-13(EAN): 9789814699518 Издательство: World Scientific Publishing Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Derivatives Algorithms - Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensible library.
Автор: Kalyagin Название: Models, Algorithms and Technologies for Network Analysis ISBN: 331929606X ISBN-13(EAN): 9783319296067 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The contributions in this volume cover a broad range of topics including maximum cliques, graph coloring, data mining, brain networks, Steiner forest, logistic and supply chain networks. Network algorithms and their applications to market graphs, manufacturing problems, internet networks and social networks are highlighted. The 'Fourth International Conference in Network Analysis,' held at the Higher School of Economics, Nizhny Novgorod in May 2014, initiated joint research between scientists, engineers and researchers from academia, industry and government; the major results of conference participants have been reviewed and collected in this Work. Researchers and students in mathematics, economics, statistics, computer science and engineering will find this collection a valuable resource filled with the latest research in network analysis.
Автор: Mutingi Название: Grouping Genetic Algorithms ISBN: 3319443933 ISBN-13(EAN): 9783319443935 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents advances and innovations in grouping genetic algorithms, enriched with new and unique heuristic optimization techniques. These algorithms are specially designed for solving industrial grouping problems where system entities are to be partitioned or clustered into efficient groups according to a set of guiding decision criteria. Examples of such problems are: vehicle routing problems, team formation problems, timetabling problems, assembly line balancing, group maintenance planning, modular design, and task assignment. A wide range of industrial grouping problems, drawn from diverse fields such as logistics, supply chain management, project management, manufacturing systems, engineering design and healthcare, are presented. Typical complex industrial grouping problems, with multiple decision criteria and constraints, are clearly described using illustrative diagrams and formulations. The problems are mapped into a common group structure that can conveniently be used as an input scheme to specific variants of grouping genetic algorithms. Unique heuristic grouping techniques are developed to handle grouping problems efficiently and effectively. Illustrative examples and computational results are presented in tables and graphs to demonstrate the efficiency and effectiveness of the algorithms.Researchers, decision analysts, software developers, and graduate students from various disciplines will find this in-depth reader-friendly exposition of advances and applications of grouping genetic algorithms an interesting, informative and valuable resource.
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