Heuristic Methods in Finance

Heuristic optimization methods and their application to finance are discussed. Two illustrations of these methods are presented: the selection of assets in a portfolio and the estimation of a complicated econometric model

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Year of publication:	2017
Authors:	Schumann, Enrico ; Ardia, David
Publisher:	[S.l.] : SSRN
Subject:	Theorie \| Theory \| Heuristik \| Heuristics \| Finanzmathematik \| Mathematical finance \| Mathematische Optimierung \| Mathematical programming

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Extent:	1 Online-Ressource (7 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: The Statistical Computing & Statistical Graphics Newsletter, Vol. 22, pp. 13-19, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2011 erstellt
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014184401