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Metaheuristics for Portfolio Optimization de G A Vijayalakshmi Pai

Metaheuristics for Portfolio Optimization

Autor G A Vijayalakshmi Pai
en Limba Engleză Hardback – 13 mar 2018
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.
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Specificații

ISBN-13: 9781786302816
ISBN-10: 1786302810
Pagini: 320
Dimensiuni: 157 x 236 x 23 mm
Greutate: 0.64 kg
Editura: Wiley
Locul publicării:Hoboken, United States

Public țintă

Finance practitioners, theorists, portfolio managers and quants , who are interested to know how Metaheuristics an ally of Computational Intelligence, can help solve their complex portfolio optimization models,
Computer Scientists and Information Technologists with little or no knowledge of Metaheuristics as a specialization, who wish to foray into the exciting world of Portfolio Management as practitioners or technical consultants or research scientists,
Metaheuristic researchers wanting to make inroads into the fertile ground of Portfolio Optimization in particular or Computational Finance in general, to explore applications of their innovative and intelligent algorithms,
Academic Researchers from both Finance / Management and Computer Science/ Information Technology communities, and
Graduate / Senior Under graduate students (from the disciplines of STEM Science, Technology, Engineering and Management) aspiring to get into the interdisciplinary field, either out of curricular or career interests.
Finance practitioners with very strong leanings towards traditional finance practices but who are curious to know what metaheuristic portfolio optimization strategies have to offer.

Notă biografică

G A Vijayalakshmi Pai, PSG College of Technology, India

Cuprins

1. A Brief Primer on Metaheuristics.
2. Heuristic Portfolio Selection.
3. Risk Budgeted Portfolio Optimization.
4. Heuristic Optimization of Equity Market Neutral Portfolios.
5. Metaheuristic 130-30 Portfolio Construction.
6. Metaheuristic Portfolio Rebalancing with Transaction Costs.