Sparse Mean Reverting Portfolio Selection Using Simulated Annealing

Download Sparse Mean Reverting Portfolio Selection Using Simulated Annealing full books in PDF, epub, and Kindle. Read online Sparse Mean Reverting Portfolio Selection Using Simulated Annealing ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Financial Service: Banking and Finance

Author : Musa Gün
Publisher : Livre de Lyon
ISBN 13 : 2382360690
Total Pages : 120 pages
Book Rating : 4.3/5 (823 download)

DOWNLOAD NOW!

Book Synopsis Financial Service: Banking and Finance by : Musa Gün

Download or read book Financial Service: Banking and Finance written by Musa Gün and published by Livre de Lyon. This book was released on 2020-12-25 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance and banking sector has had to adopt a new customer-oriented approach and go beyond traditional practices in the face of rapid changes in technology and increasing competition. Technological development, which is the pioneer of change, brings the financial system to a new level as in every field of economy. Written in these directions, this book includes current debates in the field of banking and finance. Especially the rapid entry of blockchain technology into all areas of life has caused serious changes in corporate governance mechanisms. In this context, the content of the book answers the question of why corporate governance matters a problem for the banking sector with theoretical aspects. And at the same time, it empirically discusses measures of the potential market value effects of the blockchain systems integration into corporate governance procedures. Along with these, the banking sector, which constitutes an important part of the financial system, has become more significant after the global mortgage crisis. The evaluation of the banking sector, which is structurally different from other sectors, requires a separate approach. The content of the book draws an overall picture that can be used for banks in terms of valuation methods. Additionally, the determinants of the financial performance of banks, which are the main components of the financial system, are analysed specifically in the Turkish banking sector. On the other hand, financial problems such as portfolio optimization, which is one of the important topics of financial decisions, and its applications are examined specifically for the Turkish stock market. Approaches and new methods of optimization are tested.

Portfolio Selection

Author : Harry Markowitz
Publisher : Yale University Press
ISBN 13 : 0300013728
Total Pages : 369 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!

Book Synopsis Portfolio Selection by : Harry Markowitz

Download or read book Portfolio Selection written by Harry Markowitz and published by Yale University Press. This book was released on 2008-10-01 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Embracing finance, economics, operations research, and computers, this book applies modern techniques of analysis and computation to find combinations of securities that best meet the needs of private or institutional investors.

Numerical Algorithms

Author : Justin Solomon
Publisher : CRC Press
ISBN 13 : 1482251892
Total Pages : 400 pages
Book Rating : 4.4/5 (822 download)

DOWNLOAD NOW!

Book Synopsis Numerical Algorithms by : Justin Solomon

Download or read book Numerical Algorithms written by Justin Solomon and published by CRC Press. This book was released on 2015-06-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig

Simulated Annealing

Author : Marcos Sales Guerra Tsuzuki
Publisher : BoD – Books on Demand
ISBN 13 : 9535107674
Total Pages : 297 pages
Book Rating : 4.5/5 (351 download)

DOWNLOAD NOW!

Book Synopsis Simulated Annealing by : Marcos Sales Guerra Tsuzuki

Download or read book Simulated Annealing written by Marcos Sales Guerra Tsuzuki and published by BoD – Books on Demand. This book was released on 2012-10-17 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents state of the art contributes to Simulated Annealing (SA) that is a well-known probabilistic meta-heuristic. It is used to solve discrete and continuous optimization problems. The significant advantage of SA over other solution methods has made it a practical solution method for solving complex optimization problems. Book is consisted of 13 chapters, classified in single and multiple objectives applications and it provides the reader with the knowledge of SA and several applications. We encourage readers to explore SA in their work, mainly because it is simple and can determine extremely very good results.

Handbook of Computational Econometrics

Author : David A. Belsley
Publisher : John Wiley & Sons
ISBN 13 : 0470748907
Total Pages : 514 pages
Book Rating : 4.4/5 (77 download)

DOWNLOAD NOW!

Book Synopsis Handbook of Computational Econometrics by : David A. Belsley

Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Metaheuristics

Author : Patrick Siarry
Publisher : Springer
ISBN 13 : 331945403X
Total Pages : 501 pages
Book Rating : 4.3/5 (194 download)

DOWNLOAD NOW!

Book Synopsis Metaheuristics by : Patrick Siarry

Download or read book Metaheuristics written by Patrick Siarry and published by Springer. This book was released on 2016-12-24 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Metaheuristics exhibit desirable properties like simplicity, easy parallelizability, and ready applicability to different types of optimization problems. After a comprehensive introduction to the field, the contributed chapters in this book include explanations of the main metaheuristics techniques, including simulated annealing, tabu search, evolutionary algorithms, artificial ants, and particle swarms, followed by chapters that demonstrate their applications to problems such as multiobjective optimization, logistics, vehicle routing, and air traffic management. The authors are leading researchers in this domain, with considerable teaching and applications experience, and the book will be of value to industrial practitioners, graduate students, and research academics.

Chemical Engineering Design

Author : Gavin Towler
Publisher : Elsevier
ISBN 13 : 0080966608
Total Pages : 1321 pages
Book Rating : 4.0/5 (89 download)

DOWNLOAD NOW!

Book Synopsis Chemical Engineering Design by : Gavin Towler

Download or read book Chemical Engineering Design written by Gavin Towler and published by Elsevier. This book was released on 2012-01-25 with total page 1321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chemical Engineering Design, Second Edition, deals with the application of chemical engineering principles to the design of chemical processes and equipment. Revised throughout, this edition has been specifically developed for the U.S. market. It provides the latest US codes and standards, including API, ASME and ISA design codes and ANSI standards. It contains new discussions of conceptual plant design, flowsheet development, and revamp design; extended coverage of capital cost estimation, process costing, and economics; and new chapters on equipment selection, reactor design, and solids handling processes. A rigorous pedagogy assists learning, with detailed worked examples, end of chapter exercises, plus supporting data, and Excel spreadsheet calculations, plus over 150 Patent References for downloading from the companion website. Extensive instructor resources, including 1170 lecture slides and a fully worked solutions manual are available to adopting instructors. This text is designed for chemical and biochemical engineering students (senior undergraduate year, plus appropriate for capstone design courses where taken, plus graduates) and lecturers/tutors, and professionals in industry (chemical process, biochemical, pharmaceutical, petrochemical sectors). New to this edition: - Revised organization into Part I: Process Design, and Part II: Plant Design. The broad themes of Part I are flowsheet development, economic analysis, safety and environmental impact and optimization. Part II contains chapters on equipment design and selection that can be used as supplements to a lecture course or as essential references for students or practicing engineers working on design projects. - New discussion of conceptual plant design, flowsheet development and revamp design - Significantly increased coverage of capital cost estimation, process costing and economics - New chapters on equipment selection, reactor design and solids handling processes - New sections on fermentation, adsorption, membrane separations, ion exchange and chromatography - Increased coverage of batch processing, food, pharmaceutical and biological processes - All equipment chapters in Part II revised and updated with current information - Updated throughout for latest US codes and standards, including API, ASME and ISA design codes and ANSI standards - Additional worked examples and homework problems - The most complete and up to date coverage of equipment selection - 108 realistic commercial design projects from diverse industries - A rigorous pedagogy assists learning, with detailed worked examples, end of chapter exercises, plus supporting data and Excel spreadsheet calculations plus over 150 Patent References, for downloading from the companion website - Extensive instructor resources: 1170 lecture slides plus fully worked solutions manual available to adopting instructors

Business and Consumer Analytics: New Ideas

Author : Pablo Moscato
Publisher : Springer
ISBN 13 : 3030062228
Total Pages : 1000 pages
Book Rating : 4.0/5 (3 download)

DOWNLOAD NOW!

Book Synopsis Business and Consumer Analytics: New Ideas by : Pablo Moscato

Download or read book Business and Consumer Analytics: New Ideas written by Pablo Moscato and published by Springer. This book was released on 2019-05-30 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume handbook presents a collection of novel methodologies with applications and illustrative examples in the areas of data-driven computational social sciences. Throughout this handbook, the focus is kept specifically on business and consumer-oriented applications with interesting sections ranging from clustering and network analysis, meta-analytics, memetic algorithms, machine learning, recommender systems methodologies, parallel pattern mining and data mining to specific applications in market segmentation, travel, fashion or entertainment analytics. A must-read for anyone in data-analytics, marketing, behavior modelling and computational social science, interested in the latest applications of new computer science methodologies. The chapters are contributed by leading experts in the associated fields.The chapters cover technical aspects at different levels, some of which are introductory and could be used for teaching. Some chapters aim at building a common understanding of the methodologies and recent application areas including the introduction of new theoretical results in the complexity of core problems. Business and marketing professionals may use the book to familiarize themselves with some important foundations of data science. The work is a good starting point to establish an open dialogue of communication between professionals and researchers from different fields. Together, the two volumes present a number of different new directions in Business and Customer Analytics with an emphasis in personalization of services, the development of new mathematical models and new algorithms, heuristics and metaheuristics applied to the challenging problems in the field. Sections of the book have introductory material to more specific and advanced themes in some of the chapters, allowing the volumes to be used as an advanced textbook. Clustering, Proximity Graphs, Pattern Mining, Frequent Itemset Mining, Feature Engineering, Network and Community Detection, Network-based Recommending Systems and Visualization, are some of the topics in the first volume. Techniques on Memetic Algorithms and their applications to Business Analytics and Data Science are surveyed in the second volume; applications in Team Orienteering, Competitive Facility-location, and Visualization of Products and Consumers are also discussed. The second volume also includes an introduction to Meta-Analytics, and to the application areas of Fashion and Travel Analytics. Overall, the two-volume set helps to describe some fundamentals, acts as a bridge between different disciplines, and presents important results in a rapidly moving field combining powerful optimization techniques allied to new mathematical models critical for personalization of services. Academics and professionals working in the area of business anyalytics, data science, operations research and marketing will find this handbook valuable as a reference. Students studying these fields will find this handbook useful and helpful as a secondary textbook.

The Lion Way

Author : Roberto Battiti
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781496034021
Total Pages : 0 pages
Book Rating : 4.0/5 (34 download)

DOWNLOAD NOW!

Book Synopsis The Lion Way by : Roberto Battiti

Download or read book The Lion Way written by Roberto Battiti and published by Createspace Independent Publishing Platform. This book was released on 2014-02-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learning and Intelligent Optimization (LION) is the combination of learning from data and optimization applied to solve complex and dynamic problems. The LION way is about increasing the automation level and connecting data directly to decisions and actions. More power is directly in the hands of decision makers in a self-service manner, without resorting to intermediate layers of data scientists. LION is a complex array of mechanisms, like the engine in an automobile, but the user (driver) does not need to know the inner workings of the engine in order to realize its tremendous benefits. LION's adoption will create a prairie fire of innovation which will reach most businesses in the next decades. Businesses, like plants in wildfire-prone ecosystems, will survive and prosper by adapting and embracing LION techniques, or they risk being transformed from giant trees to ashes by the spreading competition.

Interest Rate Models - Theory and Practice

Author : Damiano Brigo
Publisher : Springer Science & Business Media
ISBN 13 : 354034604X
Total Pages : 1016 pages
Book Rating : 4.5/5 (43 download)

DOWNLOAD NOW!

Book Synopsis Interest Rate Models - Theory and Practice by : Damiano Brigo

Download or read book Interest Rate Models - Theory and Practice written by Damiano Brigo and published by Springer Science & Business Media. This book was released on 2007-09-26 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced. The old sections devoted to the smile issue in the LIBOR market model have been enlarged into a new chapter. New sections on local-volatility dynamics, and on stochastic volatility models have been added, with a thorough treatment of the recently developed uncertain-volatility approach. Examples of calibrations to real market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters of this second edition are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.

Numerical Methods and Optimization in Finance

Author : Manfred Gilli
Publisher : Academic Press
ISBN 13 : 0128150653
Total Pages : 638 pages
Book Rating : 4.1/5 (281 download)

DOWNLOAD NOW!

Book Synopsis Numerical Methods and Optimization in Finance by : Manfred Gilli

Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

Computational Techniques of the Simplex Method

Author : István Maros
Publisher : Springer Science & Business Media
ISBN 13 : 9781402073328
Total Pages : 350 pages
Book Rating : 4.0/5 (733 download)

DOWNLOAD NOW!

Book Synopsis Computational Techniques of the Simplex Method by : István Maros

Download or read book Computational Techniques of the Simplex Method written by István Maros and published by Springer Science & Business Media. This book was released on 2002-12-31 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Techniques of the Simplex Method is a systematic treatment focused on the computational issues of the simplex method. It provides a comprehensive coverage of the most important and successful algorithmic and implementation techniques of the simplex method. It is a unique source of essential, never discussed details of algorithmic elements and their implementation. On the basis of the book the reader will be able to create a highly advanced implementation of the simplex method which, in turn, can be used directly or as a building block in other solution algorithms.

Numerical Methods in Finance

Author : René Carmona
Publisher : Springer Science & Business Media
ISBN 13 : 3642257461
Total Pages : 478 pages
Book Rating : 4.6/5 (422 download)

DOWNLOAD NOW!

Book Synopsis Numerical Methods in Finance by : René Carmona

Download or read book Numerical Methods in Finance written by René Carmona and published by Springer Science & Business Media. This book was released on 2012-03-23 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.

Statistical Models for Strategic Management

Author : Michel Ghertman
Publisher : Springer Science & Business Media
ISBN 13 : 1475726147
Total Pages : 371 pages
Book Rating : 4.4/5 (757 download)

DOWNLOAD NOW!

Book Synopsis Statistical Models for Strategic Management by : Michel Ghertman

Download or read book Statistical Models for Strategic Management written by Michel Ghertman and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Models for Strategic Management offers practical guidance in the use of statistical models for empirical research in strategic management. The contributions in this edited volume come from distinguished researchers in the field of Strategic Management, and provide illustration of most statistical models that are relevant for strategy research. The book is divided into four major topical areas: Strategic Analysis and Firm Strategies; The Resource-Based View of the Firm; Transaction Costs, Agency Theory, and the Boundaries of the Firm; and Corporate Alliances, Acquisitions and Networks.

Local Search in Combinatorial Optimization

Author : Emile H. L. Aarts
Publisher : Princeton University Press
ISBN 13 : 9780691115221
Total Pages : 530 pages
Book Rating : 4.1/5 (152 download)

DOWNLOAD NOW!

Book Synopsis Local Search in Combinatorial Optimization by : Emile H. L. Aarts

Download or read book Local Search in Combinatorial Optimization written by Emile H. L. Aarts and published by Princeton University Press. This book was released on 2003-08-03 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Introduction -- 2. Computational complexity -- 3. Local improvement on discrete structures -- 4. Simulated annealing -- 5. Tabu search -- 6. Genetic algorithms -- 7. Artificial neural networks -- 8. The traveling salesman problem: A case study -- 9. Vehicle routing: Modern heuristics -- 10. Vehicle routing: Handling edge exchanges -- 11. Machine scheduling -- 12. VLSI layout synthesis -- 13. Code design.

Automated Machine Learning

Author : Frank Hutter
Publisher : Springer
ISBN 13 : 3030053180
Total Pages : 223 pages
Book Rating : 4.0/5 (3 download)

DOWNLOAD NOW!

Book Synopsis Automated Machine Learning by : Frank Hutter

Download or read book Automated Machine Learning written by Frank Hutter and published by Springer. This book was released on 2019-05-17 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents the first comprehensive overview of general methods in Automated Machine Learning (AutoML), collects descriptions of existing systems based on these methods, and discusses the first series of international challenges of AutoML systems. The recent success of commercial ML applications and the rapid growth of the field has created a high demand for off-the-shelf ML methods that can be used easily and without expert knowledge. However, many of the recent machine learning successes crucially rely on human experts, who manually select appropriate ML architectures (deep learning architectures or more traditional ML workflows) and their hyperparameters. To overcome this problem, the field of AutoML targets a progressive automation of machine learning, based on principles from optimization and machine learning itself. This book serves as a point of entry into this quickly-developing field for researchers and advanced students alike, as well as providing a reference for practitioners aiming to use AutoML in their work.

Energy Power Risk

Author : George Levy
Publisher : Emerald Group Publishing
ISBN 13 : 1787439569
Total Pages : 347 pages
Book Rating : 4.7/5 (874 download)

DOWNLOAD NOW!

Book Synopsis Energy Power Risk by : George Levy

Download or read book Energy Power Risk written by George Levy and published by Emerald Group Publishing. This book was released on 2018-12-10 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book describes both mathematical and computational tools for energy and power risk management, deriving from first principles stochastic models for simulating commodity risk and how to design robust C++ to implement these models.