Metaheuristics for portfolio optimization : an introduction using MATLAB® /
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 implemen...
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| Format: | eBook |
| Language: | English |
| Published: |
London, UK : Hoboken, NJ :
ISTE, Ltd. ; John Wiley & Sons, Inc.,
2018.
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| Series: | Computer engineering series (London, England). Metaheuristics set ;
11. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119482840 1119482844 9781119482789 111948278X 9781119482796 1119482798 |