Numerical Methods and Optimization in Finance

DOI10.1016/C2017-0-01621-XzbMath1418.91002MaRDI QIDQ3121337

Enrico Schumann, Manfred Gilli, Dietmar G. Maringer

Publication date: 15 March 2019

zbMATH Keywords

optimizationportfolioalgorithmsheuristicssimulationnumerical methodsfinanceassetseconometrics

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Applications of mathematical programming (90C90) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items (5)

ROTEC: robust to early termination command governor for systems with limited computing capacity ⋮ Constructing banking networks under decreasing costs of link formation ⋮ Relaxation parameters and composite refinement techniques ⋮ Revisiting `survival of the fittest' principle in global stochastic optimisation: incorporating anisotropic mutations ⋮ Modeling and Active Learning for Experiments with Quantitative-Sequence Factors

Uses Software

• Matlab
• R

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