• 主题
高级搜索  >
历史搜索 清空历史
首页> 外文会议>International conference on modeling and simulation in engineering, economics, and management >Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example
【24h】

Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example

机译：通过元启发式方法解决现实的投资组合优化问题：一个调查和一个示例

获取原文
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Computational finance has become one of the emerging application fields of metaheuristic algorithms. In particular, these optimization methods are quickly becoming the solving approach alternative when dealing with realistic versions of financial problems, such as the popular portfolio optimization problem (POP). This paper reviews the scientific literature on the use of meta-heuristics for solving rich versions of the POP and illustrates, with a numerical example, the capacity of these methods to provide high-quality solutions to complex POPs in short computing times, which might be a desirable property of solving methods that support real-time decision making.
机译：计算金融已经成为元启发式算法的新兴应用领域之一。特别是，当处理现实版本的财务问题（例如，流行的投资组合优化问题（POP））时，这些优化方法正迅速成为解决方法的替代方案。本文回顾了有关使用元启发式方法求解丰富版本的POP的科学文献，并通过数值示例说明了这些方法在较短的计算时间内为复杂的POP提供高质量解决方案的能力。支持实时决策的解决方法的理想特性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号