Heuristic optimisation in financial modelling (Q1931632): Difference between revisions

@@ Property / describes a project that uses @@
+Tabu search
@@ Property / describes a project that uses: Tabu search / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3123241169
@@ Property / OpenAlex ID: W3123241169 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of ``threshold accepting''
@@ Property / cites work: On the convergence of ``threshold accepting'' / rank @@
+Normal rank
@@ Property / cites work @@
+Designing and reporting on computational experiments with heuristic methods
+Normal rank
@@ Property / cites work @@
+Empirical option pricing: A retrospection
@@ Property / cites work: Empirical option pricing: A retrospection / rank @@
+Normal rank
@@ Property / cites work @@
+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
@@ Property / cites work: DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario optimization
@@ Property / cites work: Scenario optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting the term structure of government bond yields
+Normal rank
@@ Property / cites work @@
+Rate of change of vorticity covariance in dusty fluid turbulence in the presence of magnetic field
+Normal rank
@@ Property / cites work @@
+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+Handbook of metaheuristics
@@ Property / cites work: Handbook of metaheuristics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3524414
@@ Property / cites work: Q3524414 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4739659
@@ Property / cites work: Q4739659 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4459806
@@ Property / cites work: Q4459806 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributed optimisation of a portfolio's omega
@@ Property / cites work: Distributed optimisation of a portfolio's omega / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Regression with Optimisation Heuristics
@@ Property / cites work: Robust Regression with Optimisation Heuristics / rank @@
+Normal rank
@@ Property / cites work @@
+A global optimization heuristic for estimating agent based models
+Normal rank
@@ Property / cites work @@
+Q3087164
@@ Property / cites work: Q3087164 / rank @@
+Normal rank
@@ Property / cites work @@
+Future paths for integer programming and links to artificial intelligence
+Normal rank
@@ Property / cites work @@
+Tabu search -- uncharted domains
@@ Property / cites work: Tabu search -- uncharted domains / rank @@
+Normal rank
@@ Property / cites work @@
+Q4354785
@@ Property / cites work: Q4354785 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Evolutionary Stochastic Portfolio Optimization
@@ Property / cites work: Evolutionary Stochastic Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q5472387
@@ Property / cites work: Q5472387 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization by Simulated Annealing
@@ Property / cites work: Optimization by Simulated Annealing / rank @@
+Normal rank
@@ Property / cites work @@
+Agent-based computational finance: Suggested readings and early research
+Normal rank
@@ Property / cites work @@
+Q3527911
@@ Property / cites work: Q3527911 / rank @@
+Normal rank
@@ Property / cites work @@
+Products of trees for investment analysis
@@ Property / cites work: Products of trees for investment analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Matheuristics
@@ Property / cites work: Matheuristics / rank @@
+Normal rank
@@ Property / cites work @@
+Finding the relevant risk factors for asset pricing
+Normal rank
@@ Property / cites work @@
+Portfolio management with heuristic optimization.
@@ Property / cites work: Portfolio management with heuristic optimization. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3524407
@@ Property / cites work: Q3524407 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3157878
@@ Property / cites work: Q3157878 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable neighborhood search
@@ Property / cites work: Variable neighborhood search / rank @@
+Normal rank
@@ Property / cites work @@
+A unified heuristic for a large class of vehicle routing problems with backhauls
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3374070
@@ Property / cites work: Q3374070 / rank @@
+Normal rank
@@ Property / cites work @@
+Record breaking optimization results using the ruin and recreate principle
+Normal rank
@@ Property / cites work @@
+Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
+Normal rank
@@ Property / cites work @@
+Q2784327
@@ Property / cites work: Q2784327 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
+Normal rank
@@ Property / cites work @@
+Applications of optimization heuristics to estimation and modelling problems
+Normal rank
@@ Property / cites work @@
+Q5297405
@@ Property / cites work: Q5297405 / rank @@
+Normal rank