Metaheuristic Approaches To Portfolio Optimization
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Metaheuristic Approaches To Portfolio Optimization
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Author : Ray, Jhuma
language : en
Publisher: IGI Global
Release Date : 2019-06-22
Metaheuristic Approaches To Portfolio Optimization written by Ray, Jhuma and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-22 with Business & Economics categories.
Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an advantage. Portfolio management has thus become very important for reaching a resolution in high-risk investment opportunities and addressing the risk-reward tradeoff by maximizing returns and minimizing risks within a given investment period for a variety of assets. Metaheuristic Approaches to Portfolio Optimization is an essential reference source that examines the proper selection of financial instruments in a financial portfolio management scenario in terms of metaheuristic approaches. It also explores common measures used for the evaluation of risks/returns of portfolios in real-life situations. Featuring research on topics such as closed-end funds, asset allocation, and risk-return paradigm, this book is ideally designed for investors, financial professionals, money managers, accountants, students, professionals, and researchers.
Metaheuristics For Portfolio Optimization
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Author : G. A. Vijayalakshmi Pai
language : en
Publisher:
Release Date : 2018
Metaheuristics For Portfolio Optimization written by G. A. Vijayalakshmi Pai and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Mathematical optimization categories.
Search And Optimization By Metaheuristics
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Author : Ke-Lin Du
language : en
Publisher: Birkhäuser
Release Date : 2016-07-20
Search And Optimization By Metaheuristics written by Ke-Lin Du and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-20 with Computers categories.
This textbook provides a comprehensive introduction to nature-inspired metaheuristic methods for search and optimization, including the latest trends in evolutionary algorithms and other forms of natural computing. Over 100 different types of these methods are discussed in detail. The authors emphasize non-standard optimization problems and utilize a natural approach to the topic, moving from basic notions to more complex ones. An introductory chapter covers the necessary biological and mathematical backgrounds for understanding the main material. Subsequent chapters then explore almost all of the major metaheuristics for search and optimization created based on natural phenomena, including simulated annealing, recurrent neural networks, genetic algorithms and genetic programming, differential evolution, memetic algorithms, particle swarm optimization, artificial immune systems, ant colony optimization, tabu search and scatter search, bee and bacteria foraging algorithms, harmony search, biomolecular computing, quantum computing, and many others. General topics on dynamic, multimodal, constrained, and multiobjective optimizations are also described. Each chapter includes detailed flowcharts that illustrate specific algorithms and exercises that reinforce important topics. Introduced in the appendix are some benchmarks for the evaluation of metaheuristics. Search and Optimization by Metaheuristics is intended primarily as a textbook for graduate and advanced undergraduate students specializing in engineering and computer science. It will also serve as a valuable resource for scientists and researchers working in these areas, as well as those who are interested in search and optimization methods.
Metaheuristic Optimization Nature Inspired Algorithms Swarm And Computational Intelligence Theory And Applications
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Author : Modestus O. Okwu
language : en
Publisher: Springer Nature
Release Date : 2020-11-13
Metaheuristic Optimization Nature Inspired Algorithms Swarm And Computational Intelligence Theory And Applications written by Modestus O. Okwu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-13 with Technology & Engineering categories.
This book exemplifies how algorithms are developed by mimicking nature. Classical techniques for solving day-to-day problems is time-consuming and cannot address complex problems. Metaheuristic algorithms are nature-inspired optimization techniques for solving real-life complex problems. This book emphasizes the social behaviour of insects, animals and other natural entities, in terms of converging power and benefits. Major nature-inspired algorithms discussed in this book include the bee colony algorithm, ant colony algorithm, grey wolf optimization algorithm, whale optimization algorithm, firefly algorithm, bat algorithm, ant lion optimization algorithm, grasshopper optimization algorithm, butterfly optimization algorithm and others. The algorithms have been arranged in chapters to help readers gain better insight into nature-inspired systems and swarm intelligence. All the MATLAB codes have been provided in the appendices of the book to enable readers practice how to solve examples included in all sections. This book is for experts in Engineering and Applied Sciences, Natural and Formal Sciences, Economics, Humanities and Social Sciences.
Applying Particle Swarm Optimization
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Author : Burcu Adıgüzel Mercangöz
language : en
Publisher: Springer Nature
Release Date : 2021-05-13
Applying Particle Swarm Optimization written by Burcu Adıgüzel Mercangöz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-13 with Business & Economics categories.
This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio optimization problems. The general goal of portfolio optimization is to find a solution that provides the highest expected return at each level of portfolio risk. According to H. Markowitz’s portfolio selection theory, as new assets are added to an investment portfolio, the total risk of the portfolio’s decreases depending on the correlations of asset returns, while the expected return on the portfolio represents the weighted average of the expected returns for each asset. The book explains PSO in detail and demonstrates how to implement Markowitz’s portfolio optimization approach using PSO. In addition, it expands on the Markowitz model and seeks to improve the solution-finding process with the aid of various algorithms. In short, the book provides researchers, teachers, engineers, managers and practitioners with many tools they need to apply the PSO technique to portfolio optimization.
Metaheuristics For Portfolio Optimization
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Author : G. A. Vijayalakshmi Pai
language : en
Publisher: John Wiley & Sons
Release Date : 2017-12-27
Metaheuristics For Portfolio Optimization written by G. A. Vijayalakshmi Pai and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-27 with Computers categories.
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.
Advances In Swarm Intelligence
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Author : Ying Tan
language : en
Publisher: Springer
Release Date : 2017-07-18
Advances In Swarm Intelligence written by Ying Tan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-18 with Computers categories.
The two-volume set of LNCS 10385 and 10386, constitutes the proceedings of the 8th International Conference on Advances in Swarm Intelligence, ICSI 2017, held in Fukuoka, Japan, in July/August 2017. The total of 133 papers presented in these volumes was carefully reviewed and selected from 267 submissions. The paper were organized in topical sections as follows: Part I: theories and models of swarm intelligence; novel swarm-based optimization algorithms; particle swarm optimization; applications of particle swarm optimization; ant colony optimization; artificial bee colony algorithms; genetic algorithms; differential evolution; fireworks algorithm; brain storm optimization algorithm; cuckoo searh; and firefly algorithm. Part II: multi-objective optimization; portfolio optimization; community detection; multi-agent systems and swarm robotics; hybrid optimization algorithms and applications; fuzzy and swarm approach; clustering and forecast; classification and detection; planning and routing problems; dialog system applications; robotic control; and other applications.
Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies
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Author : Antonio Gorgulho
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-27
Intelligent Financial Portfolio Composition Based On Evolutionary Computation Strategies written by Antonio Gorgulho and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-27 with Business & Economics categories.
The management of financial portfolios or funds constitutes a widely known problematic in financial markets which normally requires a rigorous analysis in order to select the most profitable assets. This subject is becoming popular among computer scientists which try to adapt known Intelligent Computation techniques to the market’s domain. This book proposes a potential system based on Genetic Algorithms, which aims to manage a financial portfolio by using technical analysis indicators. The results are promising since the approach clearly outperforms the remaining approaches during the recent market crash.
Research Anthology On Multi Industry Uses Of Genetic Programming And Algorithms
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Author : Management Association, Information Resources
language : en
Publisher: IGI Global
Release Date : 2020-12-05
Research Anthology On Multi Industry Uses Of Genetic Programming And Algorithms written by Management Association, Information Resources and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-05 with Computers categories.
Genetic programming is a new and evolutionary method that has become a novel area of research within artificial intelligence known for automatically generating high-quality solutions to optimization and search problems. This automatic aspect of the algorithms and the mimicking of natural selection and genetics makes genetic programming an intelligent component of problem solving that is highly regarded for its efficiency and vast capabilities. With the ability to be modified and adapted, easily distributed, and effective in large-scale/wide variety of problems, genetic algorithms and programming can be utilized in many diverse industries. This multi-industry uses vary from finance and economics to business and management all the way to healthcare and the sciences. The use of genetic programming and algorithms goes beyond human capabilities, enhancing the business and processes of various essential industries and improving functionality along the way. The Research Anthology on Multi-Industry Uses of Genetic Programming and Algorithms covers the implementation, tools and technologies, and impact on society that genetic programming and algorithms have had throughout multiple industries. By taking a multi-industry approach, this book covers the fundamentals of genetic programming through its technological benefits and challenges along with the latest advancements and future outlooks for computer science. This book is ideal for academicians, biological engineers, computer programmers, scientists, researchers, and upper-level students seeking the latest research on genetic programming.
Artificial Intelligence And Knowledge Processing
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Author : Hemachandran K
language : en
Publisher: Springer Nature
Release Date : 2024-08-19
Artificial Intelligence And Knowledge Processing written by Hemachandran K and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-19 with Computers categories.
This book constitutes the Revised Selected Papers of the Third International Conference on Artificial Intelligence and Knowledge Processing, AIKP 2023, held in Hyderabad, India, during October 6–8, 2023. The 20 full papers and 8 short papers were carefully selected from 118 submissions. The research areas include: Artificial Intelligence and Machine Learning; Deep Learning and Computer Vision; Natural Language Processing; Intelligent Control.