113 search results - page 8 / 23 » Financial Optimization |
MANSCI
2008
14 years 10 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
ANOR
2005
14 years 10 months ago
2005
In this paper we consider a finite-state financial market with non-proportional transaction cost and bid-ask spreads. The transaction cost consists of two parts: a fixed cost and a...
ESWA
2011
14 years 5 months ago
2011
In Asian countries, it has been a multi-choice environment of health care for a long time. However, especially in Taiwan, people’s multiple health care seeking behavior has resu...
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GECCO
2009
Springer
14 years 8 months ago
2009
Springer
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
COR
2008
14 years 10 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...