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» Financial Portfolio Optimisation
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CEC
2007
IEEE
14 years 1 months ago
ALPS evaluation in financial portfolio optimisation
— Hornby’s Age-Layered Population Structure claims to reduce premature convergence in Evolutionary Algorithms. We provide the first evaluation of ALPS on a realworld problem ...
Suneer Patel, Christopher D. Clack
CP
2004
Springer
14 years 25 days ago
Financial Portfolio Optimisation
Pierre Flener, Justin Pearson, Luis G. Reyna
ASAP
2007
IEEE
157views Hardware» more  ASAP 2007»
13 years 11 months ago
Automatic Generation and Optimisation of Reconfigurable Financial Monte-Carlo Simulations
Monte-Carlo simulations are used in many applications, such as option pricing and portfolio evaluation. Due to their high computational load and intrinsic parallelism, they are id...
David B. Thomas, Jacob A. Bower, Wayne Luk
CONSTRAINTS
2007
100views more  CONSTRAINTS 2007»
13 years 7 months ago
Design of Financial CDO Squared Transactions Using Constraint Programming
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
HICSS
2011
IEEE
208views Biometrics» more  HICSS 2011»
12 years 11 months ago
An Experimental Study of Financial Portfolio Selection with Visual Analytics for Decision Support
We investigate the decision process as applied to the practical task of choosing a financial portfolio. We developed PortfolioCompare, an interactive visual analytic decision sup...
Anya Savikhin, Hon Cheong Lam, Brian D. Fisher, Da...