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Author: Ray, Jhuma
Publisher: IGI Global
ISBN: 1522581049
Category : Business & Economics
Languages : en
Pages : 281
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Book Description
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.
Author: Ray, Jhuma
Publisher: IGI Global
ISBN: 1522581049
Category : Business & Economics
Languages : en
Pages : 281
Get Book Here
Book Description
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.
Author: G. A. Vijayalakshmi Pai
Publisher: John Wiley & Sons
ISBN: 1119482798
Category : Computers
Languages : en
Pages : 312
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Book Description
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.
Author: Dietmar G. Maringer
Publisher: Springer Science & Business Media
ISBN: 0387258531
Category : Business & Economics
Languages : en
Pages : 238
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Book Description
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.
Author: Management Association, Information Resources
Publisher: IGI Global
ISBN: 1799880990
Category : Computers
Languages : en
Pages : 1534
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Book Description
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.
Author: Ilias Maglogiannis
Publisher: Springer
ISBN: 3642304486
Category : Computers
Languages : en
Pages : 399
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Book Description
This book constitutes the proceedings of the 7th Hellenic Conference on Artificial Intelligence, SETN 2012, held in Lamia, Greece, in May 2012. The 47 contributions included in this volume were carefully reviewed and selected from 81 submissions. They deal with emergent topics of artificial intelligence and come from the SETN main conference as well as from the following special sessions on advancing translational biological research through the incorporation of artificial intelligence methodologies; artificial intelligence in bioinformatics; intelligent annotation of digital content; intelligent, affective, and natural interfaces; and unified multimedia knowledge representation and processing.
Author: Raúl León
Publisher: Springer
ISBN: 3319405063
Category : Computers
Languages : en
Pages : 213
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Book Description
This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering, Economics and Management, MS 2016, held in Teruel, Spain, in July 2016. The event was co-organized by the AMSE Association and the University of Zaragoza through the GESES Research Group, with the support of the SoGReS-MF Research Group from University Jaume I. This edition of the conference paid special attention to modeling and simulation in diverse fields of business management. The 20 papers in this book were carefully reviewed and selected from 52 submissions. They are organized in topical sections on modeling and simulation in finance and accounting; modeling and simulation in business management and economy; and engineering and other general applications. /div
Author: Srikanta Patnaik
Publisher: Springer Nature
ISBN: 303072929X
Category : Technology & Engineering
Languages : en
Pages : 682
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Book Description
This book offers a timely review of cutting-edge applications of computational intelligence to business management and financial analysis. It covers a wide range of intelligent and optimization techniques, reporting in detail on their application to real-world problems relating to portfolio management and demand forecasting, decision making, knowledge acquisition, and supply chain scheduling and management.
Author: Mukesh Saraswat
Publisher: Springer Nature
ISBN: 9811694168
Category : Technology & Engineering
Languages : en
Pages : 933
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Book Description
This book is a collection of selected papers presented at the Second Congress on Intelligent Systems (CIS 2021), organized by Soft Computing Research Society and CHRIST (Deemed to be University), Bengaluru, India, during September 4 – 5, 2021. It includes novel and innovative work from experts, practitioners, scientists, and decision-makers from academia and industry. It covers topics such as Internet of things, information security, embedded systems, real-time systems, cloud computing, big data analysis, quantum computing, automation systems, bio-inspired intelligence, cognitive systems, cyber physical systems, data analytics, data/web mining, data science, intelligence for security, intelligent decision making systems, intelligent information processing, intelligent transportation, artificial intelligence for machine vision, imaging sensors technology, image segmentation, convolutional neural network, image/video classification, soft computing for machine vision, pattern recognition, human–computer interaction, robotic devices and systems, autonomous vehicles, intelligent control systems, human motor control, game playing, evolutionary algorithms, swarm optimization, neural network, deep learning, supervised learning, unsupervised learning, fuzzy logic, rough sets, computational optimization, and neuro-fuzzy systems.
Author: R., Thanigaivelan
Publisher: IGI Global
ISBN:
Category : Computers
Languages : en
Pages : 416
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Book Description
In the field of engineering, optimization and decision-making have become pivotal concerns. The ever-increasing demand for data processing has given rise to issues such as extended processing times and escalated memory utilization, posing formidable obstacles across various engineering domains. Problems persist, requiring not only solutions but advancements beyond existing best practices. Creating and implementing novel heuristic algorithms is a time-intensive process, yet the imperative to do so remains strong, driven by the potential to significantly lower computational costs even with marginal improvements. This book, titled Metaheuristics Algorithm and Optimization of Engineering and Complex Systems, is a beacon of innovation in this context. It examines the critical need for inventive algorithmic solutions, exploring hyperheuristic approaches that offer solutions such as automating search spaces through integrated heuristics. Designed to cater to a broad audience, this book is a valuable resource for both novice and experienced dynamic optimization practitioners. By addressing the spectrum of theory and practice, as well as discrete versus continuous dynamic optimization, it becomes an indispensable reference in a captivating and emerging field. With a deliberate focus on inclusivity, the book is poised to benefit anyone with an interest in staying abreast of the latest developments in dynamic optimization.
Author: Burcu Adıgüzel Mercangöz
Publisher: Springer Nature
ISBN: 3030702812
Category : Business & Economics
Languages : en
Pages : 355
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Book Description
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.
