Algorithms for Solving Financial Portfolio Design Problems

Algorithms for Solving Financial Portfolio Design Problems

Autor
Editura
An publicare
2019
Nr. Pagini
130
ISBN
9781799818823

Descriere

Presents research on the application of various programming models within the financial engineering field. Highlighting topics such as breaking symmetries and linear programming, this publication analyses the quadratic constraints of current portfolios and provides algorithmic solutions to maximizing the full value of these financial sets.

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