Global optimization of the scenario generation and portfolio selection problems

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3982 LNCS, Issue , 2006, Pages 908-917

  Parpas, Panos ^a   Rustem, Berç ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; MATHEMATICAL MODELS; OPTIMIZATION; PROBLEM SOLVING; STOCHASTIC PROGRAMMING;

DIFFUSION ALGORITHMS; FINANCIAL ENGINEERING; STOCHASTIC ALGORITHMS;

GLOBAL OPTIMIZATION;

EID: 33745905293     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11751595_95     Document Type: Conference Paper

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