Metaheuristics for Portfolio Optimization: An Introduction using MATLAB, Volume 11
G A Vijayalakshmi Pai, PSG College of Technology
Wiley-ISTE, 2018
ISBN: 978-1-786-30281-6;
Language: English
Metaheuristics for Portfolio Optimization elucidates a collection of strategic portfolio optimization models, such as risk budgeting, market neutral investing, and portfolio rebalancing, which employ metaheuristics for their effective solutions. This book, belonging to the cross-disciplinary field of computational intelligence in finance, is structured to appeal to readers who are novices in finance or metaheuristics.
The solutions are demonstrated using MATLAB implementations on live portfolios invested across global stock universes. Statistics and Machine Learning Toolbox, Financial Toolbox, and Optimization Toolbox are also used to solve examples in the book. The MATLAB programs and functions can be accessed on MATLAB Central File Exchange.
