Metaheuristics for Portfolio Optimization

An Introduction using MATLAB

Nonfiction, Computers, Advanced Computing, Artificial Intelligence
Cover of the book Metaheuristics for Portfolio Optimization by G. A. Vijayalakshmi Pai, Wiley
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Author: G. A. Vijayalakshmi Pai ISBN: 9781119482796
Publisher: Wiley Publication: December 27, 2017
Imprint: Wiley-ISTE Language: English
Author: G. A. Vijayalakshmi Pai
ISBN: 9781119482796
Publisher: Wiley
Publication: December 27, 2017
Imprint: Wiley-ISTE
Language: English

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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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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