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Optimisation heuristics
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COMISEF
Université Paris-Dauphine (Paris IX)
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Optimal enough?
Gilli, Manfred
;
Schumann, Enrico
-
COMISEF
-
2009
into a particular application,
portfolio
optimisation
. We demonstrate two points: firstly, the randomness of the ‘optimal …
Persistent link: https://www.econbiz.de/10008460560
Saved in:
2
Heuristic Optimisation in Financial Modelling
Gilli, Manfred
;
Schumann, Enrico
-
COMISEF
-
2009
There is a large number of optimisation problems in theoretical and applied finance that are difficult to solve as they exhibit multiple local optima or are not ‘well- behaved’ in other ways (eg, discontinuities in the objective function). One way to deal with such problems is to adjust and...
Persistent link: https://www.econbiz.de/10008469638
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