| 紀錄類型: |
書目-電子資源
: Monograph/item
|
| 杜威分類號: |
332.6 |
| 書名/作者: |
Metaheuristic approaches to portfolio optimization/ Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepacs, editors. |
| 其他作者: |
Ray, Jhuma, |
| 出版者: |
Hershey, Pennsylvania : : IGI Global,, 2019. |
| 面頁冊數: |
1 online resource (xviii, 263 p.) |
| 標題: |
Portfolio management - Mathematical models. |
| 標題: |
Portfolio management - Data processing. |
| 標題: |
Metaheuristics. |
| ISBN: |
9781522581048 (ebk.) |
| ISBN: |
9781522581031 (hbk.) |
| 書目註: |
Includes bibliographical references and index. |
| 內容註: |
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. |
| 摘要、提要註: |
"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"-- |
| 電子資源: |
http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-8103-1 |