Описание: Computer Science and Operations Research continue to have a synergistic relationship and this book - as a part of the Operations Research and Computer Science Interface Series - sits squarely in the center of the confluence of these two technical research communities.
Автор: Ibrahim H. Osman; James P. Kelly Название: Meta-Heuristics ISBN: 1461285879 ISBN-13(EAN): 9781461285878 Издательство: Springer Рейтинг: Цена: 51570.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These families of approaches include, but are not limited to greedy random adaptive search procedures, genetic algorithms, problem-space search, neural networks, simulated annealing, tabu search, threshold algorithms, and their hybrids.
Автор: Stefan Vo?; Silvano Martello; Ibrahim H. Osman; Ca Название: Meta-Heuristics ISBN: 1461376467 ISBN-13(EAN): 9781461376460 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Meta-Heuristics: Advances and Trends in Local Search Paradigms for Optimizations comprises a carefully refereed selection of extended versions of the best papers presented at the Second Meta-Heuristics Conference (MIC 97).
Описание: Constitutes the refereed proceedings of the International Workshop on Engineering Stochastic Local Search Algorithms 2007, held in Brussels, Belgium, September 6-8, 2007. This work covers topics including Methodological developments, behavior of SLS algorithms, search space analysis, algorithm performance, tuning procedures and AI/OR techniques.
Автор: Caroline, Hillairet Название: Portfolio Optimization with Different Information Flow ISBN: 1785480847 ISBN-13(EAN): 9781785480843 Издательство: Elsevier Science Рейтинг: Цена: 11706.00 р. Наличие на складе: Поставка под заказ.
Описание:
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.
Автор: Jos?-Luis Verdegay Название: Fuzzy Sets Based Heuristics for Optimization ISBN: 3642056113 ISBN-13(EAN): 9783642056116 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The aim of this volume is to show how Fuzzy Sets and Systems can help to provide robust and adaptive heuristic optimization algorithms in a variety of situations. The book presents the state of the art and gives a broad overview on the real practical applications that Fuzzy Sets, based on heuristic algorithms, have.
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: Albina Unger Название: The Use of Risk Budgets in Portfolio Optimization ISBN: 365807258X ISBN-13(EAN): 9783658072582 Издательство: Springer Рейтинг: Цена: 9141.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Risk budgeting models set risk diversification as objective in portfolio allocation and are mainly promoted from the asset management industry.
Описание: To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage
Автор: Pfaff Bernhard Название: Financial Risk Modelling and Portfolio Optimization with R ISBN: 1119119669 ISBN-13(EAN): 9781119119661 Издательство: Wiley Рейтинг: Цена: 11238.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.
Автор: Renata Mansini; W?odzimierz Ogryczak; M. Grazia Sp Название: Linear and Mixed Integer Programming for Portfolio Optimization ISBN: 3319386212 ISBN-13(EAN): 9783319386218 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered.
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