Metaheuristics for Portfolio Optimization —— An Introduction using MATLAB

----- 投资组合优化的启发式解法：使用Matlab进行介绍

ISBN: 9781786302816 出版年：2017 页码：321 G A Vijayalakshmi Pai Wiley

The book is a monograph in the cross disciplinary area of Computational Intelligence in Finance and elucidates a collection of practical and strategic Portfolio Optimization models in Finance, that employ Metaheuristics for their effective solutions and demonstrates the results using MATLAB implementations, over live portfolios invested across global stock universes. The book has been structured in such a way that, even novices in finance or metaheuristics should be able to comprehend and work on the hybrid models discussed in the book.