Neuware - 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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Bibliographic Details

Title: Metaheuristics for Portfolio Optimization : An Introduction Using MATLAB
Publisher: Wiley M�r 2018
Publication Date: 2018
Language: English
ISBN 10: 1786302810
ISBN 13: 9781786302816
Binding: Buch
Condition: Neu
Dimensions: 236 millimeters width by 157 millimeters height by 23 millimeters depth
Weight: 635 grams

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Synopsis

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.

About the Author

G A Vijayalakshmi Pai, PSG College of Technology, India

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