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Persistent link: https://www.econbiz.de/10011848918

Immunity-based evolutionary algorithm for optimal global container repositioning in liner shipping

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Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation

Thapar, Rishi - 2009

Portfolio optimisation for a Fund of Hedge Funds (“FoHF”) has to address the asymmetric, non-Gaussian nature of the underlying returns distributions. Furthermore, the objective functions and constraints are not necessarily convex or even smooth. Therefore traditional portfolio optimisation...

Persistent link: https://www.econbiz.de/10013156987

Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

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Genetic algorithms and investment strategies : a global perspective

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Applied Operations Research and Financial Modelling in Energy : Practical Applications and Implications

Dorsman, A. B. (ed.); Atici, Kazim Baris (ed.); … - 2021 - 1st ed. 2021.

Chapter 1. Introduction: Applied Operations Research and Financial Modeling in Energy (André Dorsman) -- Chapter 2. Optimization Methods on Electricity Generation and Transmission Expansion Planning Problem (Mahdi Noorizadegan) -- Chapter 3. Demand-Driven Electricity Supply Options of Electric...