Portfolio Management With Heuristic Optimization

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Portfolio Management With Heuristic Optimization

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Author : Dietmar G. Maringer
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-12

Portfolio Management With Heuristic Optimization written by Dietmar G. Maringer 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 2005-12-12 with Business & Economics categories.

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.

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.

Portfolio Management With Heuristic Optimization

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Author : Dietmar G. Maringer
language : en
Publisher: Springer
Release Date : 2008-11-01

Portfolio Management With Heuristic Optimization written by Dietmar G. Maringer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-01 with Business & Economics categories.

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.

Strategic Information Technology And Portfolio Management

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Author : Tan, Albert Wee Kwan
language : en
Publisher: IGI Global
Release Date : 2009-03-31

Strategic Information Technology And Portfolio Management written by Tan, Albert Wee Kwan and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-31 with Computers categories.

"The objectives of the proposed book are to provide techniques and tools appropriate for building application portfolios and develop strategies that increase financial performance"--Provided by publisher.

Financial Engineering E Commerce And Supply Chain

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Author : Panos M. Pardalos
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Financial Engineering E Commerce And Supply Chain written by Panos M. Pardalos 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 2013-06-29 with Computers categories.

One of the fast growing elements of the Internet is electronic commerce, which refers to the use of electronic means to conduct business transactions within or across business entities. Nearly 80 percent of all Fortune 500 companies have been doing their core business through the Internet. Many issues, and societal implications of electronic commerce, are the subjects of recent research. A supply chain consists of all the entities and activities that enable the production, distribution, and delivery of products and services to consumers. Research in designing and managing supply chains has rapidly expanded during the last decade. In addition, increased and accessible computing power and modeling capabilities have spurred this growth, enabling researchers to simultaneously consider the many interrelated variables and decisions of a supply chain in a single tractable model.

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.

Advanced Statistical Methods For The Analysis Of Large Data Sets

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Author : Agostino Di Ciaccio
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-03-05

Advanced Statistical Methods For The Analysis Of Large Data Sets written by Agostino Di Ciaccio 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 2012-03-05 with Mathematics categories.

The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”

Metaheuristics In The Service Industry

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Author : Martin Josef Geiger
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-05-30

Metaheuristics In The Service Industry written by Martin Josef Geiger 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 2009-05-30 with Mathematics categories.

Most developed economics show the tendency of an increasing importance of modern services such as tourism, logistical services, finance, and others. In many cases, complex optimization problems can be found in this context, and the successful operation of modern services often depends on the ability to solve the obtained optimization models. Metaheuristics on the other hand present an interesting problem-resolution paradigm that has attracted considerable interest in past years. The book combines a set of selected and peer-reviewed articles, presenting novel results of metaheuristics for modern services. In particular, applications in the area of transportation and logistics are considered, while other areas include production and financial services. Novel methodological approaches as well as improved results are obtained, resulting in a considerable contribution to the state-of-the-art of research in metaheuristics.

Advances In Soft Computing And Its Applications

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Author : Félix Castro
language : en
Publisher: Springer
Release Date : 2013-11-18

Advances In Soft Computing And Its Applications written by Félix Castro and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-18 with Computers categories.

The two-volume set LNAI 8265 and LNAI 8266 constitutes the proceedings of the 12th Mexican International Conference on Artificial Intelligence, MICAI 2013, held in Mexico City, Mexico, in November 2013. The total of 85 papers presented in these proceedings were carefully reviewed and selected from 284 submissions. The first volume deals with advances in artificial intelligence and its applications and is structured in the following five sections: logic and reasoning; knowledge-based systems and multi-agent systems; natural language processing; machine translation and bioinformatics and medical applications. The second volume deals with advances in soft computing and its applications and is structured in the following eight sections: evolutionary and nature-inspired metaheuristic algorithms; neural networks and hybrid intelligent systems; fuzzy systems; machine learning and pattern recognition; data mining; computer vision and image processing; robotics, planning and scheduling and emotion detection, sentiment analysis and opinion mining.

Artificial Intelligence Theories Models And Applications

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Author : John Darzentas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-19

Artificial Intelligence Theories Models And Applications written by John Darzentas 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 2008-09-19 with Computers categories.

This book constitutes the refereed proceedings of the 5th Hellenic Conference on Artificial Intelligence, SETN 2008, held at Syros, Greece in October 2008. The 27 revised full papers together with 17 revised short papers were carefully reviewed and selected from 76 submissions. The papers address any area of artificial intelligence; particular fields of interest include: Adaptive Systems, AI and Creativity, AI rchitectures, Artificial Life,Autonomous Systems, Data Mining and Knowledge Discovery, Hybrid Intelligent Systems & Methods, Intelligent Agents, Multi-agent Systems, Intelligent Distributed Systems, Intelligent Information Retrieval, Intelligent/Natural Interactivity, Intelligent Virtual Environments, Knowledge Representation and Reasoning, Logic Programming, Knowledge-Based Systems, Machine Learning, Neural Nets, Genetic Algorithms, Natural Language Processing, Planning and Scheduling, Problem Solving, Constraint Satisfaction, Robotics, Machine Vision, Machine Sensing.