Algorithms for Solving Financial Portfolio Design Problems PDF Download
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Author: Fatima Zohra Lebbah
Publisher:
ISBN: 9781799818823
Category : Portfolio management
Languages : en
Pages : 130
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Book Description
""This book provides algorithms for solving financial portfolio design problems"--Provided by publisher"--
Author: Fatima Zohra Lebbah
Publisher:
ISBN: 9781799818823
Category : Portfolio management
Languages : en
Pages : 130
Get Book
Book Description
""This book provides algorithms for solving financial portfolio design problems"--Provided by publisher"--
Author: Lebbah, Fatima Zohra
Publisher: IGI Global
ISBN: 1799818837
Category : Business & Economics
Languages : en
Pages : 198
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Book Description
In the current scope of economics, the management of client portfolios has become a considerable problem within financial institutions due to the amount of risk that goes into assigning assets. Various algorithmic models exist for solving these portfolio challenges; however, considerable research is lacking that further explains these design problems and provides applicable solutions to these imperative issues. Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities is a pivotal reference source that provides vital research on the application of various programming models within the financial engineering field. While highlighting topics such as landscape analysis, breaking symmetries, and linear programming, this publication analyzes the quadratic constraints of current portfolios and provides algorithmic solutions to maximizing the full value of these financial sets. This book is ideally designed for financial strategists, engineers, programmers, mathematicians, banking professionals, researchers, academicians, and students seeking current research on recent mathematical advances within financial engineering.
Author: Rafay, Abdul
Publisher: IGI Global
ISBN: 1799816125
Category : Business & Economics
Languages : en
Pages : 341
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Book Description
As an ever-growing international business, Islamic banking has changed the face of economics in recent years. As more and more industries embrace Islamic principles, the industry will unquestionably influence modern economic practices and techniques across the globe. Growth and Emerging Prospects of International Islamic Banking is a collection of innovative research on the methods and applications of Islamic banking interests on a global economic scale. While highlighting topics including asset diversification, profit sharing, and financial reporting, this book is ideally designed for bankers, banking analysts, international business managers, financiers, industry professionals, economists, government officials, academicians, students, and researchers seeking current research on Islamic banking perspectives and approaches to finances.
Author: Ordoñez de Pablos, Patricia
Publisher: IGI Global
ISBN: 1799822591
Category : Business & Economics
Languages : en
Pages : 374
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Book Description
The economic integration of Southeast Asia or ASEAN Economic Community (AEC) offers enormous opportunities for its members to develop and collectively collaborate with other economies. Combining the culture of the region with global business in an expanding digital atmosphere, however, has caused numerous challenges on an international scale. Due to the importance of this economic player in Asia, research on key topics including Islamic economics, Islamic finance, technology, and cultural issues in doing business are essential to understand the ASEAN competitive landscape and its relations with other countries. Economics, Business, and Islamic Finance in ASEAN Economics Community is a pivotal reference source that explores key issues and enhances understanding of business and economics in the ASEAN community and explores the collaboration between this community and Islamic finance and technology. While highlighting topics such as global business, smart manufacturing, and human resource management, this publication explores sustainable development practices as well as the methods of cultural appreciation in economics. This book is ideally designed for deans, heads of department, directors, politicians, policymakers, economists, corporate heads, senior general managers, managing directors, information technology directors and managers, libraries, academicians, researchers, and students.
Author: Robert Kissell
Publisher: Academic Press
ISBN: 0124016936
Category : Business & Economics
Languages : en
Pages : 496
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Book Description
The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from others of its kind. Robert Kissell, the first author to discuss algorithmic trading across the various asset classes, provides key insights into ways to develop, test, and build trading algorithms. Readers learn how to evaluate market impact models and assess performance across algorithms, traders, and brokers, and acquire the knowledge to implement electronic trading systems. This valuable book summarizes market structure, the formation of prices, and how different participants interact with one another, including bluffing, speculating, and gambling. Readers learn the underlying details and mathematics of customized trading algorithms, as well as advanced modeling techniques to improve profitability through algorithmic trading and appropriate risk management techniques. Portfolio management topics, including quant factors and black box models, are discussed, and an accompanying website includes examples, data sets supplementing exercises in the book, and large projects. Prepares readers to evaluate market impact models and assess performance across algorithms, traders, and brokers. Helps readers design systems to manage algorithmic risk and dark pool uncertainty. Summarizes an algorithmic decision making framework to ensure consistency between investment objectives and trading objectives.
Author: C. Read
Publisher: Springer
ISBN: 1137026146
Category : Business & Economics
Languages : en
Pages : 173
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Book Description
The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, answering the question 'how do we measure risk?'
Author: Gunjan Mukherjee
Publisher: CRC Press
ISBN: 1040001343
Category : Mathematics
Languages : en
Pages : 279
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Book Description
Advances on Mathematical Modeling and Optimization with Its Applications discusses optimization, equality, and inequality constraints and their application in the versatile optimizing domain. It further covers non-linear optimization methods such as global optimization, and gradient-based non-linear optimization, and their applications. Discusses important topics including multi-component differential equations, geometric partial differential equations, and computational neural systems Covers linear integer programming and network design problems, along with an application of the mixed integer problems Discusses constrained and unconstrained optimization, equality, and inequality constraints, and their application in the versatile optimizing domain Elucidates the application of statistical models, probability models, and transfer learning concepts Showcases the importance of multi-attribute decision modeling in the domain of image processing and soft computing The text is primarily for senior undergraduate and graduate students, and academic researchers in the fields of mathematics, statistics, and computer science.
Author: Vasant, Pandian M.
Publisher: IGI Global
ISBN: 1466620870
Category : Computers
Languages : en
Pages : 735
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Book Description
Optimization techniques have developed into a significant area concerning industrial, economics, business, and financial systems. With the development of engineering and financial systems, modern optimization has played an important role in service-centered operations and as such has attracted more attention to this field. Meta-heuristic hybrid optimization is a newly development mathematical framework based optimization technique. Designed by logicians, engineers, analysts, and many more, this technique aims to study the complexity of algorithms and problems. Meta-Heuristics Optimization Algorithms in Engineering, Business, Economics, and Finance explores the emerging study of meta-heuristics optimization algorithms and methods and their role in innovated real world practical applications. This book is a collection of research on the areas of meta-heuristics optimization algorithms in engineering, business, economics, and finance and aims to be a comprehensive reference for decision makers, managers, engineers, researchers, scientists, financiers, and economists as well as industrialists.
Author: Anna Sidorova
Publisher: Springer Science & Business Media
ISBN: 1461471583
Category : Computers
Languages : en
Pages : 107
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Book Description
The Information Systems (IS) discipline was founded on the intersection of computer science and organizational sciences, and produced a rich body of research on topics ranging from database design and the strategic role of IT to website design and online consumer behavior. In this book, the authors provide an introduction to the discipline, its development, and the structure of IS research, at a level that is appropriate for emerging and current IS scholars. Guided by a bibliometric study of all research articles published in eight premier IS research journals over a 20-year period, the authors identify and present the top 51 IS research topics. For each topic, they provide a brief overview, time trends, and references to related influential research works. The topics are organized into an IS research framework that includes research on the IT artifact and IS development, IT and organizations, IT and individuals, IT and markets, and IT for teamwork and collaboration.
Author: Paola Cappanera
Publisher: Springer Nature
ISBN: 3031288637
Category : Business & Economics
Languages : en
Pages : 354
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Book Description
This volume collects peer-reviewed short papers presented at the Optimization and Decision Science conference (ODS 2022) held in Florence (Italy) from August 30th to September 2nd, 2022, organized by the Global Optimization Laboratory within the University of Florence and AIRO (the Italian Association for Operations Research). The book includes contributions in the fields of operations research, optimization, problem solving, decision making and their applications in the most diverse domains. Moreover, a special focus is set on the challenging theme Operations Research: inclusion and equity. The work offers 30 contributions, covering a wide spectrum of methodologies and applications. Specifically, they feature the following topics: (i) Variational Inequalities, Equilibria and Games, (ii) Optimization and Machine Learning, (iii) Global Optimization, (iv) Optimization under Uncertainty, (v) Combinatorial Optimization, (vi) Transportation and Mobility, (vii) Health Care Management, and (viii) Applications. This book is primarily addressed to researchers and PhD students of the operations research community. However, due to its interdisciplinary content, it will be of high interest for other closely related research communities.
