Coupling a memetic algorithm to simulation models for promising multi-period asset allocations
From MaRDI portal
Publication:336580
DOI10.1016/J.COR.2013.02.014zbMATH Open1348.91264OpenAlexW1979880732MaRDI QIDQ336580FDOQ336580
Publication date: 10 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2013.02.014
Recommendations
- Applying simulation optimization to the asset allocation of a property-casualty insurer
- SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT
- Dynamic structure-based neural networks determination for simulation optimization
- scientific article; zbMATH DE number 1304953
- scientific article; zbMATH DE number 2069342
Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Financial applications of other theories (91G80)
Cites Work
- A theory of the term structure of interest rates
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- A method for the solution of certain non-linear problems in least squares
- Optimum consumption and portfolio rules in a continuous-time model
- Title not available (Why is that?)
- Introduction to evolutionary computing
- Title not available (Why is that?)
- A penalty-based edge assembly memetic algorithm for the vehicle routing problem with time windows
- A memetic algorithm for the multi-compartment vehicle routing problem with stochastic demands
- A Gentle Introduction to Memetic Algorithms
- Exact Penalty Functions in Constrained Optimization
- Dynamic stochastic programming for asset-liability management
- Stochastic Network Programming for Financial Planning Problems
- Applying simulation optimization to the asset allocation of a property-casualty insurer
- Recent advances in memetic algorithms.
- Improving portfolio efficiency: a genetic algorithm approach
- High-Performance Computing for Asset-Liability Management
- Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
- A stochastic programming model for asset liability management of a Finnish pension company
- A sequential quadratic programming algorithm with an additional equality constrained phase
- Stochastic programming models in financial optimization: a survey
- Title not available (Why is that?)
- A taxonomy for the crossover operator for real-coded genetic algorithms: An experimental study
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications
- An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
- Genetic programming for the prediction of insolvency in non-life insurance companies
- A heuristic genetic algorithm for product portfolio planning
Cited In (1)
Uses Software
This page was built for publication: Coupling a memetic algorithm to simulation models for promising multi-period asset allocations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q336580)