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

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+On the convergence of ``threshold accepting''
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+Designing and reporting on computational experiments with heuristic methods
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+Empirical option pricing: A retrospection
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+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
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+Scenario optimization
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+Forecasting the term structure of government bond yields
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+Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
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+Common risk factors in the returns on stocks and bonds
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+Distributed optimisation of a portfolio's omega
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+Robust Regression with Optimisation Heuristics
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+Optimization by Simulated Annealing
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+Finding the relevant risk factors for asset pricing
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+Portfolio management with heuristic optimization.
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+Variable neighborhood search
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+Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points
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+Applications of optimization heuristics to estimation and modelling problems
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