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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when 'traditional' optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are presented along with examples of how to implement them for financial optimization problems. The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effectsof (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested; the diversification in small portfolios; the effect of cardinality constraints on the Markowitz efficient line; the effects (and hidden risks) of Value-at-Risk when used the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory. …

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when 'traditional' optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are presented along with examples of how to implement them for financial optimization problems. The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effectsof (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested; the diversification in small portfolios; the effect of cardinality constraints on the Markowitz efficient line; the effects (and hidden risks) of Value-at-Risk when used the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory. …

Paperback. Zustand: Brand New. 236 pages. 9.45x6.30x0.55 inches. In Stock.

Taschenbuch. Zustand: Neu. Portfolio Management with Heuristic Optimization | Dietmar G. Maringer | Taschenbuch | Advances in Computational Management Science | xiv | Englisch | 2011 | Springer | EAN 9781441938428 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In addition, the basic concepts of several heuristic optimization techniques are presented along with examples of how to implement them for financial optimization problems. The second part (Applications and Contributions) consists of five chapters, covering different problems in financial optimization: the effects of (linear, proportional and combined) transaction costs together with integer constraints and limitations on the initital endowment to be invested; the diversification in small portfolios; the effect of cardinality constraints on the Markowitz efficient line; the effects (and hidden risks) of Value-at-Risk when used the relevant risk constraint; the problem factor selection for the Arbitrage Pricing Theory. …

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Ergänzende und vertiefende Lernhilfe zum Lehrbuch 'Finanzwirtschaft für Anfänger'. Es richtet sich an alle, die erste Kenntnisse in den Bereichen Finanzmathematik, Investitionsrechnung und Emission junger Aktien zu erwerben haben.…

Taschenbuch. Zustand: Neu. Natural Computing in Computational Finance | Volume 3 | Anthony Brabazon (u. a.) | Taschenbuch | Studies in Computational Intelligence | 241 S. | Englisch | 2012 | Springer | EAN 9783642263699 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | RecentyearshaveseentheapplicationofvariousNaturalComputing algorithms for the purposes of ?nancial modelling. In this context Natural Computing - gorithms can be broadly de?ned as computer algorithms whose design draws inspirationfromphenomena in the naturalworld. Particularfeatures of?nancial markets, including their dynamic and interconnected characteristics, bear p- allels with processes in the natural world and prima facie, this makes Natural Computingmethods¿interesting¿for?nancialmodellingapplications. Inaddition to the problem-solving potential of natural processes which Natural computing seeks to embody in its algorithms, we can also consider Natural Computing in terms of its potential to understand the natural processes which themselves serve as inspiration. For example, ?nancial and biological systems exhibit the phenomenon of emergence, or the activities of multiple individual agents c- bining to co-evolve their own environment, and a stream of work has emerged which applies learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in ?nance and economics. This book consists of eleven chapters each of which was selected following a rigorous,peer-reviewed,selectionprocess. Thechaptersillustratetheapplication of a range of cutting-edge natural computing and agent-based methodologies in computational ?nance and economics. While describing cutting edge appli- tions, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics,students and practitionersin the ?elds of computational ?nance and economics.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book consists of eleven chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-basedmethodologies in computational finance and economics. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computationalfinance and economics. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book consists of eleven chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-basedmethodologies in computational finance and economics. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computationalfinance and economics. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.…

Paperback. Zustand: Brand New. 2010 edition. 241 pages. 9.20x6.10x0.55 inches. In Stock.

Hardcover. Zustand: Brand New. 241 pages. 9.25x6.25x0.75 inches. In Stock.

Hardcover. Zustand: gut. 2005. Portfolio Management with Heuristic Optimization In englischer Sprache. pages.

Zustand: New. 1998. Paperback. . . . . . Books ship from the US and Ireland.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Ergänzende und vertiefende Lernhilfe zum Lehrbuch 'Finanzwirtschaft für Fortgeschrittene'. Es richtet sich an alle, die über das finanzwirtschaftliche Basiswissen hinausgehende Kenntnisse in den Bereichen zeitbezogene Entscheidungen in der Investitionsplanung, Portfoliotheorie und Moderne Kapitalmarkttheorie sowie über die relevanten Kalkulationszinsfüße in der Investitionsplanung besitzen.…