Metaheuristics for Portfolio Optimization
Author | : G. A. Vijayalakshmi Pai |
Publisher | : John Wiley & Sons |
Total Pages | : 322 |
Release | : 2017-12-27 |
ISBN-10 | : 9781119482789 |
ISBN-13 | : 111948278X |
Rating | : 4/5 (89 Downloads) |
Download or read book Metaheuristics for Portfolio Optimization written by G. A. Vijayalakshmi Pai and published by John Wiley & Sons. This book was released on 2017-12-27 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.