AIMMS 3. 9 - User's Guide

AIMMS 3. 9 - User's Guide PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557063604
Category : Computers
Languages : en
Pages : 353

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Book Description
The AIMMS 3.9 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

AIMMS 3. 9 - User's Guide

AIMMS 3. 9 - User's Guide PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557063604
Category : Computers
Languages : en
Pages : 353

Get Book Here

Book Description
The AIMMS 3.9 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

AIMMS 3. 10 User's Guide

AIMMS 3. 10 User's Guide PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557424607
Category : Computers
Languages : en
Pages : 357

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Book Description
The AIMMS 3.10 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

AIMMS 3. 9 - Language Reference

AIMMS 3. 9 - Language Reference PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557063795
Category : Computers
Languages : en
Pages : 598

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Book Description
The AIMMS 3.9 Language Reference provides a complete description of the AIMMS modeling language, its underlying data structures and advanced language constructs. It is aimed at model builders only, and provides the ultimate reference to the model constructs that you can use to get the most out of your model formulations.

Aimms 3.8 - User's Guide

Aimms 3.8 - User's Guide PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 143570617X
Category : Computers
Languages : en
Pages : 346

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Book Description
The AIMMS 3.8 User's Guide provides a global overview of how to use the AIMMS system. It is aimed at application builders, and explores AIMMS' capabilities in helping you create a model-based application in an easy and maintainable manner. The guide describes the various graphical tools that the AIMMS system offers for this task.

AIMMS 3. 10 Language Reference

AIMMS 3. 10 Language Reference PDF Author: Marcel Roelofs
Publisher: Lulu.com
ISBN: 0557424569
Category : Computers
Languages : en
Pages : 618

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Book Description
The AIMMS 3.10 Language Reference provides a complete description of the AIMMS modeling language, its underlying data structures and advanced language constructs. It is aimed at model builders only, and provides the ultimate reference to the model constructs that you can use to get the most out of your model formulations.

Design and Application of Hybrid Intelligent Systems

Design and Application of Hybrid Intelligent Systems PDF Author: Ajith Abraham
Publisher:
ISBN: 9784274906312
Category : Hybrid computers
Languages : en
Pages : 1160

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Book Description


Robust Equity Portfolio Management

Robust Equity Portfolio Management PDF Author: Woo Chang Kim
Publisher: John Wiley & Sons
ISBN: 111879737X
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
A comprehensive portfolio optimization guide, with provided MATLAB code Robust Equity Portfolio Management + Website offers the most comprehensive coverage available in this burgeoning field. Beginning with the fundamentals before moving into advanced techniques, this book provides useful coverage for both beginners and advanced readers. MATLAB code is provided to allow readers of all levels to begin implementing robust models immediately, with detailed explanations and applications in the equity market included to help you grasp the real-world use of each technique. The discussion includes the most up-to-date thinking and cutting-edge methods, including a much-needed alternative to the traditional Markowitz mean-variance model. Unparalleled in depth and breadth, this book is an invaluable reference for all risk managers, portfolio managers, and analysts. Portfolio construction models originating from the standard Markowitz mean-variance model have a high input sensitivity that threatens optimization, spawning a flurry of research into new analytic techniques. This book covers the latest developments along with the basics, to give you a truly comprehensive understanding backed by a robust, practical skill set. Get up to speed on the latest developments in portfolio optimization Implement robust models using provided MATLAB code Learn advanced optimization methods with equity portfolio applications Understand the formulations, performances, and properties of robust portfolios The Markowitz mean-variance model remains the standard framework for portfolio optimization, but the interest in—and need for—an alternative is rapidly increasing. Resolving the sensitivity issue and dramatically reducing portfolio risk is a major focus of today's portfolio manager. Robust Equity Portfolio Management + Website provides a viable alternative framework, and the hard skills to implement any optimization method.

Aimms Optimization Modeling

Aimms Optimization Modeling PDF Author: Johannes Bisschop
Publisher: Lulu.com
ISBN: 1847539122
Category : Computers
Languages : en
Pages : 318

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Book Description
The AIMMS Optimization Modeling book provides not only an introduction to modeling but also a suite of worked examples. It is aimed at users who are new to modeling and those who have limited modeling experience. Both the basic concepts of optimization modeling and more advanced modeling techniques are discussed. The Optimization Modeling book is AIMMS version independent.

Stochastic Modeling in Economics and Finance

Stochastic Modeling in Economics and Finance PDF Author: Jitka Dupacova
Publisher: Springer Science & Business Media
ISBN: 0306481677
Category : Mathematics
Languages : en
Pages : 394

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Book Description
In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities. Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects. Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.

Advances in Sensitivity Analysis and Parametric Programming

Advances in Sensitivity Analysis and Parametric Programming PDF Author: Tomas Gal
Publisher: Springer Science & Business Media
ISBN: 1461561035
Category : Business & Economics
Languages : en
Pages : 595

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Book Description
The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.