Metaheuristic approaches to portfolio optimization
Titre:
Metaheuristic approaches to portfolio optimization
ISBN (Numéro international normalisé des livres):
9781522581048
PRODUCTION_INFO:
Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : IGI Global, 2019.
Description physique:
17 PDFs (263 pages)
Table des matières:
Chapter 1. Portfolio optimization and asset allocation with metaheuristics: a review -- Chapter 2. Particle swarm algorithm: an application on portfolio optimization -- Chapter 3. Bayesian networks and evolutionary algorithms as a tool for portfolio simulation and optimization -- Chapter 4. Conditional value-at-risk-based portfolio optimization: an ant colony optimization approach -- Chapter 5. Metaheuristic-based feature optimization for portfolio management -- Chapter 6. Optimizing social media data using genetic algorithm -- Chapter 7. The genetic algorithm: an application on portfolio optimization -- Chapter 8. Heuristic optimization of portfolio considering sharpe's single index model: an analytical approach -- Chapter 9. Role of metaheuristic optimization in portfolio management for the banking sector: a case study.
Extrait:
"This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of portfolios in real life situations"-- Provided by publisher.
Accès électronique:
Full Text Available From IGI Global 2019 Packages
Langue:
Anglais