Linear and Mixed Integer Programming for Portfolio Optimization

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Author :
Publisher : Springer
ISBN 13 : 3319184822
Total Pages : 131 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Linear and Mixed Integer Programming for Portfolio Optimization by : Renata Mansini

Download or read book Linear and Mixed Integer Programming for Portfolio Optimization written by Renata Mansini and published by Springer. This book was released on 2015-06-10 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features. Other linear models, such as models for portfolio rebalancing and index tracking, are also covered. The book discusses computational issues and provides a theoretical framework, including the concepts of risk-averse preferences, stochastic dominance and coherent risk measures. The material is presented in a style that requires no background in finance or in portfolio optimization; some experience in linear and mixed integer models, however, is required. The book is thoroughly didactic, supplementing the concepts with comments and illustrative examples.

RETRACTED BOOK: 151 Trading Strategies

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Publisher : Springer
ISBN 13 : 3030027929
Total Pages : 480 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis RETRACTED BOOK: 151 Trading Strategies by : Zura Kakushadze

Download or read book RETRACTED BOOK: 151 Trading Strategies written by Zura Kakushadze and published by Springer. This book was released on 2018-12-13 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Economic Man in the Industrial Revolution

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Publisher :
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.A/5 ( download)

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Book Synopsis Economic Man in the Industrial Revolution by : Bowker Editores Argentina

Download or read book Economic Man in the Industrial Revolution written by Bowker Editores Argentina and published by . This book was released on 1957 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Qualitative Choice Analysis

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Publisher : MIT Press
ISBN 13 : 9780262200554
Total Pages : 282 pages
Book Rating : 4.2/5 (5 download)

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Book Synopsis Qualitative Choice Analysis by : Kenneth Train

Download or read book Qualitative Choice Analysis written by Kenneth Train and published by MIT Press. This book was released on 1986 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses two significant research areas in an interdependent fashion. It is first of all a comprehensive but concise text that covers the recently developed and widely applicable methods of qualitative choice analysis, illustrating the general theory through simulation models of automobile demand and use. It is also a detailed study of automobile demand and use, presenting forecasts based on these powerful new techniques. The book develops the general principles that underlie qualitative choice models that are now being applied in numerous fields in addition to transportation, such as housing, labor, energy, communications, and criminology. The general form, derivation, and estimation of qualitative choice models are explained, and the major models - logit, probit, and GEV - are discussed in detail. And continuous/discrete models are introduced. In these, qualitative choice methods and standard regression techniques are combined to analyze situations that neither alone can accurately forecast. Summarizing previous research on auto demand, the book shows how qualitative choice methods can be used by applying them to specific auto-related decisions as the aggregate of individuals' choices. The simulation model that is constructed is a significant improvement over older models, and should prove more useful to agencies and organizations requiring accurate forecasting of auto demand and use for planning and policy development. The book concludes with an actual case study based on a model designed for the investigations of the California Energy Commission. Kenneth Train is Visiting Associate Professor in Economics at the University of California, Berkeley, and Director of Economic Research at Cambridge Systematics, Inc., also in Berkeley. Qualitative Choice Analysisis included in The MIT Press Transportation Studies Series, edited by Marvin L. Manheim.

Time Series Prediction

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Publisher : Routledge
ISBN 13 : 042997227X
Total Pages : 665 pages
Book Rating : 4.4/5 (299 download)

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Book Synopsis Time Series Prediction by : Andreas S. Weigend

Download or read book Time Series Prediction written by Andreas S. Weigend and published by Routledge. This book was released on 2018-05-04 with total page 665 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.

Optimal Regulation

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Publisher : Mit Press
ISBN 13 : 9780262200844
Total Pages : 338 pages
Book Rating : 4.2/5 (8 download)

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Book Synopsis Optimal Regulation by : Kenneth Train

Download or read book Optimal Regulation written by Kenneth Train and published by Mit Press. This book was released on 1991 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal Regulation addresses the central issue of regulatory economics - how toregulate firms in a way that induces them to produce and price "optimally." It synthesizes the majorfindings of an extensive theoretical literature on what constitutes optimality in various situationsand which regulatory mechanisms can be used to achieve it. It is the first text to provide aunified, modern, and nontechnical treatment of the field.The book includes models for regulatingoptimal output, tariffs, and surplus subsidy schemes, and presents all of the material graphically,with clear explanations of often highly technical topics.Kenneth E. Train is Associate AdjunctProfessor in the Department of Economics and Graduate School of Public Policy at the University ofCalifornia, Berkeley. He is also Principal of the firm Cambridge Systematics.Topics include: Thecost structure of natural monopoly (economies of scale and scope). Characterization of firstandsecond-best optimality. Surplus subsidy schemes for attaining first-best optimality. Ramsey pricesand the Vogelsang-Finsinger mechanism for attaining them. Time-ofuse (TOU) prices and Riordan'smechanisms for attaining the optimal TOU prices' Multipart and self-selecting tariffs, and Sibley'smethod for using self-selecting tariffs to achieve optimality. The Averch-Johnson model of howrate-of-return regulation induces inefficiencies. Analysis of regulation based on the firm's returnon Output, costs, or sales. Price-cap regulation. Regulatory treatment of uncertainty and its impacton the firm's behavior. Methods of attaining optimality without direct regulation (contestability,auctioning the monopoly franchise.)

The Thinking Manager's Toolbox

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Publisher : Oxford University Press, USA
ISBN 13 : 0195131967
Total Pages : 234 pages
Book Rating : 4.1/5 (951 download)

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Book Synopsis The Thinking Manager's Toolbox by : William J. Altier

Download or read book The Thinking Manager's Toolbox written by William J. Altier and published by Oxford University Press, USA. This book was released on 1999 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this indispensable book, a widely experienced business consultant provides a complete set of analytical tools essential to successful trouble-shooting, effective planning, and making better decisions faster, more confidently, and more often. How can you help your company solve a problem in just a few days that's been plaguing managers for three months? How can you bring a room of executives to a consensus on a critical decision that the CEO and his committee have been wrestling with for years? Of course, this is easier said than done. Indeed, not a week goes by without a major business media story about a company that has fallen on hard times and an executive that has resigned for "personal reasons." The root of the failure is usually ineffective decision-making processes, and ultimately, bad decisions. In The Thinking Manager's Toolbox, veteran consultant and renowned business thinker William J. Altier cogently presents the underpinnings of successful thinking processes and their applications, drawing on practical, real-world experiences. The first section explores the fundamentals of thinking, change, and the critical role that sound thinking processes play in effective problem solving. The second section, your basic toolbox, develops five, in-depth fundamental thinking processes. And a third section, the advanced toolbox, develops more specialized applications for creative problem solving. Here then is a valuable primer for anyone, whether a middle manager or a CEO, seeking to solve problems and make better decisions more efficiently. The Thinking Manager's Toolbox is an invaluable resource for those seeking to develop the fundamental thinking processes necessary to perform with excellence.

bookdown

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Author :
Publisher : CRC Press
ISBN 13 : 1351792601
Total Pages : 140 pages
Book Rating : 4.3/5 (517 download)

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Book Synopsis bookdown by : Yihui Xie

Download or read book bookdown written by Yihui Xie and published by CRC Press. This book was released on 2016-12-12 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: bookdown: Authoring Books and Technical Documents with R Markdown presents a much easier way to write books and technical publications than traditional tools such as LaTeX and Word. The bookdown package inherits the simplicity of syntax and flexibility for data analysis from R Markdown, and extends R Markdown for technical writing, so that you can make better use of document elements such as figures, tables, equations, theorems, citations, and references. Similar to LaTeX, you can number and cross-reference these elements with bookdown. Your document can even include live examples so readers can interact with them while reading the book. The book can be rendered to multiple output formats, including LaTeX/PDF, HTML, EPUB, and Word, thus making it easy to put your documents online. The style and theme of these output formats can be customized. We used books and R primarily for examples in this book, but bookdown is not only for books or R. Most features introduced in this book also apply to other types of publications: journal papers, reports, dissertations, course handouts, study notes, and even novels. You do not have to use R, either. Other choices of computing languages include Python, C, C++, SQL, Bash, Stan, JavaScript, and so on, although R is best supported. You can also leave out computing, for example, to write a fiction. This book itself is an example of publishing with bookdown and R Markdown, and its source is fully available on GitHub.

Employment in Metropolitan Areas

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Publisher :
ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Employment in Metropolitan Areas by : United States. Bureau of Labor Statistics

Download or read book Employment in Metropolitan Areas written by United States. Bureau of Labor Statistics and published by . This book was released on 1947 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Phosphorus in Environmental Technology

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Publisher : IWA Publishing
ISBN 13 : 1843390019
Total Pages : 681 pages
Book Rating : 4.8/5 (433 download)

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Book Synopsis Phosphorus in Environmental Technology by : E. Valsami-Jones

Download or read book Phosphorus in Environmental Technology written by E. Valsami-Jones and published by IWA Publishing. This book was released on 2004-05-31 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Phosphorus in Environmental Technology: Principles and Applications, provides a definitive and detailed presentation of state-of-the-art knowledge on the environmental behaviour of phosphorus and its applications to the treatment of waters and soils. Special attention is given to phosphorus removal for recovery technologies, a concept that has emerged over the past 5-6 years. The book features an all-encompassing approach: the fundamental science of phosphorus (chemistry, geochemistry, mineralogy, biology), key aspects of its environmental behaviour and mobility, industrial applications (treatment, removal, recovery) and the principles behind such applications, novel biotechnologies and, importantly, it also addresses socio-economic issues which often influence implementation and the ultimate success of any new technology. A detailed subject index helps the reader to find their way through the different scientific and technological aspects covered, making it an invaluable reference work for students, professionals and consultants dealing with phosphorus-related environmental technologies. State-of-the-art knowledge on the behaviour of phosphorus and its applications to environmental science and technology. Covers all aspects of phosphorus in the environment, engineered and biological systems; an interdisciplinary text.

Artificial Cognitive Architecture with Self-Learning and Self-Optimization Capabilities

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Author :
Publisher : Springer
ISBN 13 : 3030039498
Total Pages : 216 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Artificial Cognitive Architecture with Self-Learning and Self-Optimization Capabilities by : Gerardo Beruvides

Download or read book Artificial Cognitive Architecture with Self-Learning and Self-Optimization Capabilities written by Gerardo Beruvides and published by Springer. This book was released on 2018-12-14 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces three key issues: (i) development of a gradient-free method to enable multi-objective self-optimization; (ii) development of a reinforcement learning strategy to carry out self-learning and finally, (iii) experimental evaluation and validation in two micromachining processes (i.e., micro-milling and micro-drilling). The computational architecture (modular, network and reconfigurable for real-time monitoring and control) takes into account the analysis of different types of sensors, processing strategies and methodologies for extracting behavior patterns from representative process’ signals. The reconfiguration capability and portability of this architecture are supported by two major levels: the cognitive level (core) and the executive level (direct data exchange with the process). At the same time, the architecture includes different operating modes that interact with the process to be monitored and/or controlled. The cognitive level includes three fundamental modes such as modeling, optimization and learning, which are necessary for decision-making (in the form of control signals) and for the real-time experimental characterization of complex processes. In the specific case of the micromachining processes, a series of models based on linear regression, nonlinear regression and artificial intelligence techniques were obtained. On the other hand, the executive level has a constant interaction with the process to be monitored and/or controlled. This level receives the configuration and parameterization from the cognitive level to perform the desired monitoring and control tasks.

Graph Theoretic Methods in Multiagent Networks

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Publisher : Princeton University Press
ISBN 13 : 1400835356
Total Pages : 424 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Graph Theoretic Methods in Multiagent Networks by : Mehran Mesbahi

Download or read book Graph Theoretic Methods in Multiagent Networks written by Mehran Mesbahi and published by Princeton University Press. This book was released on 2010-07-01 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible book provides an introduction to the analysis and design of dynamic multiagent networks. Such networks are of great interest in a wide range of areas in science and engineering, including: mobile sensor networks, distributed robotics such as formation flying and swarming, quantum networks, networked economics, biological synchronization, and social networks. Focusing on graph theoretic methods for the analysis and synthesis of dynamic multiagent networks, the book presents a powerful new formalism and set of tools for networked systems. The book's three sections look at foundations, multiagent networks, and networks as systems. The authors give an overview of important ideas from graph theory, followed by a detailed account of the agreement protocol and its various extensions, including the behavior of the protocol over undirected, directed, switching, and random networks. They cover topics such as formation control, coverage, distributed estimation, social networks, and games over networks. And they explore intriguing aspects of viewing networks as systems, by making these networks amenable to control-theoretic analysis and automatic synthesis, by monitoring their dynamic evolution, and by examining higher-order interaction models in terms of simplicial complexes and their applications. The book will interest graduate students working in systems and control, as well as in computer science and robotics. It will be a standard reference for researchers seeking a self-contained account of system-theoretic aspects of multiagent networks and their wide-ranging applications. This book has been adopted as a textbook at the following universities: ? University of Stuttgart, Germany Royal Institute of Technology, Sweden Johannes Kepler University, Austria Georgia Tech, USA University of Washington, USA Ohio University, USA

Sciqsar 2D

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Publisher :
ISBN 13 : 9780126063059
Total Pages : 104 pages
Book Rating : 4.0/5 (63 download)

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Book Synopsis Sciqsar 2D by : Academic Press

Download or read book Sciqsar 2D written by Academic Press and published by . This book was released on 1999-05-01 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: SciQSAR 2D provides powerful, 2D molecular descriptors for QSAR/QSPR analysis on compound databases. SciQSAR 2D is packed with integrated features to make over 600 of these powerful descriptors easily accessible, whether you're working with one molecule or thousands!

The Routledge Spanish Bilingual Dictionary of Psychology and Psychiatry

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Publisher : Taylor & Francis US
ISBN 13 : 9780415587747
Total Pages : 0 pages
Book Rating : 4.5/5 (877 download)

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Book Synopsis The Routledge Spanish Bilingual Dictionary of Psychology and Psychiatry by : Steven M. Kaplan

Download or read book The Routledge Spanish Bilingual Dictionary of Psychology and Psychiatry written by Steven M. Kaplan and published by Taylor & Francis US. This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Routledge Spanish Bilingual Dictionary of Psychology and Psychiatry contains over 100,000 entries making this the most comprehensive and up-to-date dictionary of its kind. The Dictionary provides concise, comprehensive and current coverage of every word or phrase used in the study and practice of psychiatry and psychology. This valuable reference tool covers all disciplines and sub-disciplines, both research-based and clinical. This is a vital resource to those in the healthcare professions, to academicians and to those who work in translation and/or interpretation, healthcare and the law who are in contact with the English and Spanish speaking communities.

Developing Innovation Systems

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Publisher : Routledge
ISBN 13 : 1136547169
Total Pages : 341 pages
Book Rating : 4.1/5 (365 download)

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Book Synopsis Developing Innovation Systems by : Mario Cimoli

Download or read book Developing Innovation Systems written by Mario Cimoli and published by Routledge. This book was released on 2013-09-05 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mexico provides a case study of a cornerstone economy in the development of the hemospheric free trade zone in the Americas, an adjusting economy which has been integrated into uneven economies (Canada and the US). This volume examines the Mexican economy and its attempt to develop an innovation system, providing an example of the dynamics that are of concern to evolutionary economists.

Applied Informatics

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Publisher : Springer Nature
ISBN 13 : 3030896544
Total Pages : 512 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Applied Informatics by : Hector Florez

Download or read book Applied Informatics written by Hector Florez and published by Springer Nature. This book was released on 2021-10-23 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed papers of the 4th International Conference on Applied Informatics, ICAI 2021, held in Buenos Aires, Argentina, in October, 2021.The 35 full papers were carefully reviewed and selected from 89 submissions. The papers are organized in topical sections on artificial intelligence; data analysis; decision systems; health care information systems; image processing; security services; simulation and emulation; smart cities; software and systems modeling; software design engineering.

Path Planning of Cooperative Mobile Robots Using Discrete Event Models

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Publisher : John Wiley & Sons
ISBN 13 : 1119486327
Total Pages : 240 pages
Book Rating : 4.1/5 (194 download)

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Book Synopsis Path Planning of Cooperative Mobile Robots Using Discrete Event Models by : Cristian Mahulea

Download or read book Path Planning of Cooperative Mobile Robots Using Discrete Event Models written by Cristian Mahulea and published by John Wiley & Sons. This book was released on 2020-01-09 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an integrated presentation for path planning and motion control of cooperative mobile robots using discrete-event system principles Generating feasible paths or routes between a given starting position and a goal or target position—while avoiding obstacles—is a common issue for all mobile robots. This book formulates the problem of path planning of cooperative mobile robots by using the paradigm of discrete-event systems. It presents everything readers need to know about discrete event system models—mainly Finite State Automata (FSA) and Petri Nets (PN)—and methods for centralized path planning and control of teams of identical mobile robots. Path Planning of Cooperative Mobile Robots Using Discrete Event Models begins with a brief definition of the Path Planning and Motion Control problems and their state of the art. It then presents different types of discrete models such as FSA and PNs. The RMTool MATLAB toolbox is described thereafter, for readers who will need it to provide numerical experiments in the last section. The book also discusses cell decomposition approaches and shows how the divided environment can be translated into an FSA by assigning to each cell a discrete state, while the adjacent relation together with the robot's dynamics implies the discrete transitions. Highlighting the benefits of Boolean Logic, Linear Temporal Logic, cell decomposition, Finite State Automata modeling, and Petri Nets, this book also: Synthesizes automatic strategies based on Discrete Event Systems (DES) for path planning and motion control and offers software implementations for the involved algorithms Provides a tutorial for motion planning introductory courses or related simulation-based projects using a MATLAB package called RMTool (Robot Motion Toolbox) Includes simulations for problems solved by methodologies presented in the book Path Planning of Cooperative Mobile Robots Using Discrete Event Models is an ideal book for undergraduate and graduate students and college and university professors in the areas of robotics, artificial intelligence, systems modeling, and autonomous control.