Integer programming combinatorial optimization (97 Ergebnisse)

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xi, 159 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.

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Zustand: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Zustand: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. 496 Illus.

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Hardcover. Zustand: Brand New. 172 pages. 9.25x6.25x0.50 inches. In Stock.

Paperback. Zustand: Brand New. 2014 edition. 429 pages. 9.25x6.10x1.10 inches. In Stock.

Paperback. Zustand: Brand New. 1998 edition. 435 pages. 9.50x6.25x1.00 inches. In Stock.

Paperback. Zustand: Brand New. 445 pages. 9.00x6.00x1.00 inches. In Stock.

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingInteger programming and combinatorial optimization are increasingly central to the design of robust systematic trading and portfolio construction frameworks. As markets demand higher capital efficiency, tighter risk budgets, and execution-aware allocation, quant teams are moving beyond closed-form heuristics and embracing discrete optimization methods to model the real constraints of trading systems.This book provides a practical, finance-focused guide to mixed-integer optimization for allocation, execution, and systematic decision-making. Readers will learn how to encode market frictions, turnover limits, transaction costs, liquidity constraints, sector exposures, and nonlinear objectives into tractable optimization problems that directly reflect modern portfolio engineering realities.Developed for quantitative analysts, portfolio managers, and algorithmic traders, the material bridges the gap between academic integer programming theory and high-performance implementation inside systematic workflows. Through worked examples and trading-oriented case studies, the book demonstrates how combinatorial structures appear naturally in portfolio construction, order scheduling, basket execution, and risk overlays-and how these structures can be efficiently optimized with modern solvers.Core topics include: - Mixed-integer linear & quadratic models for systematic strategies- Discrete allocation under liquidity, turnover, and risk constraints- Execution scheduling and basket optimization- Constraint-driven risk modeling and factor exposure alignment- Combinatorial search, heuristics, and relaxation techniques- Solver selection, performance considerations, and workflow integration- Practical implementation patterns for production trading systemsBy the end, readers will be equipped to design discrete optimization components that integrate directly into quant trading pipelines, strategy research platforms, and PM workflows, turning combinatorial problems into systematic trading edges.Ideal for systematic traders, quant developers, risk teams, PMs, and researchers working in portfolio optimization, algorithmic trading, and execution-aware strategy engineering.…

Paperback. Zustand: Brand New. 501 pages. 9.25x6.10x1.14 inches. In Stock.

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Kartoniert / Broschiert. Zustand: New.

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Paperback. Zustand: Brand New. 1st edition. 477 pages. 9.00x6.00x1.25 inches. In Stock.

Paperback. Zustand: Brand New. 466 pages. 9.25x6.25x1.00 inches. In Stock.