Algorithms For Solving Financial Portfolio Design Problems

In the current scope of economics, the management of client portfolios has become a considerable problem within financial institutions due to the amount of risk that goes into assigning assets. Various algorithmic models exist for solving these portfolio challenges; however, considerable research is lacking that further explains these design problems and provides applicable solutions to these imperative issues. Algorithms for Solving Financial Portfolio Design Problems: Emerging Research and Opportunities is a pivotal reference source that provides vital research on the application of various programming models within the financial engineering field. While highlighting topics such as landscape analysis, breaking symmetries, and linear programming, this publication analyzes the quadratic constraints of current portfolios and provides algorithmic solutions to maximizing the full value of these financial sets. This book is ideally designed for financial strategists, engineers, programmers, mathematicians, banking professionals, researchers, academicians, and students seeking current research on recent mathematical advances within financial engineering.

This textbook is a second edition of Evolutionary Algorithms for Solving Multi-Objective Problems, significantly expanded and adapted for the classroom. The various features of multi-objective evolutionary algorithms are presented here in an innovative and student-friendly fashion, incorporating state-of-the-art research. The book disseminates the application of evolutionary algorithm techniques to a variety of practical problems. It contains exhaustive appendices, index and bibliography and links to a complete set of teaching tutorials, exercises and solutions.

The economic integration of Southeast Asia or ASEAN Economic Community (AEC) offers enormous opportunities for its members to develop and collectively collaborate with other economies. Combining the culture of the region with global business in an expanding digital atmosphere, however, has caused numerous challenges on an international scale. Due to the importance of this economic player in Asia, research on key topics including Islamic economics, Islamic finance, technology, and cultural issues in doing business are essential to understand the ASEAN competitive landscape and its relations with other countries. Economics, Business, and Islamic Finance in ASEAN Economics Community is a pivotal reference source that explores key issues and enhances understanding of business and economics in the ASEAN community and explores the collaboration between this community and Islamic finance and technology. While highlighting topics such as global business, smart manufacturing, and human resource management, this publication explores sustainable development practices as well as the methods of cultural appreciation in economics. This book is ideally designed for deans, heads of department, directors, politicians, policymakers, economists, corporate heads, senior general managers, managing directors, information technology directors and managers, libraries, academicians, researchers, and students.

As an ever-growing international business, Islamic banking has changed the face of economics in recent years. As more and more industries embrace Islamic principles, the industry will unquestionably influence modern economic practices and techniques across the globe. Growth and Emerging Prospects of International Islamic Banking is a collection of innovative research on the methods and applications of Islamic banking interests on a global economic scale. While highlighting topics including asset diversification, profit sharing, and financial reporting, this book is ideally designed for bankers, banking analysts, international business managers, financiers, industry professionals, economists, government officials, academicians, students, and researchers seeking current research on Islamic banking perspectives and approaches to finances.

The 11th International Conference on the Principles and Practice of Constraint Programming (CP 2005) was held in Sitges (Barcelona), Spain, October 1-5, 2005. Information about the conference can be found on the web at http://www.iiia.csic.es/cp2005/.Informationaboutpastconferencesinthe series can be found athttp://www.cs.ualberta.ca/~ai/cp/. The CP conference series is the premier international conference on c- straint programming and is held annually. The conference is concerned with all aspects of computing with constraints, including: algorithms, applications, environments, languages, models and systems. This year, we received 164 submissions. All of the submitted papers received atleastthreereviews, andthepapersandtheirreviewswerethenextensivelyd- cussed during an online Program Committee meeting. As a result, the Program Committee chose 48 (29.3%) papers to be published in full in the proceedings and a further 22 (13.4%)papers to be published as short papers.The full papers werepresentedattheconferencein twoparalleltracksandtheshortpaperswere presented as posters during a lively evening session. Two papers were selected by a subcommittee of the ProgramCommittee--consisting of Chris Beck, Gilles Pesant, and myself--to receive best paper awards. The conference program also includedexcellentinvitedtalksbyHþ ectorGe?ner, IanHorrocks, FrancescaRossi, and Peter J. Stuckey. As a permanent record, the proceedings contain four-page extended abstracts of the invited talks.

This three-volume set LNCS 13338-13340 constitutes the thoroughly refereed proceedings of the 8th International Conference on Artificial Intelligence and Security, ICAIS 2022, which was held in Qinghai, China, in July 2022. The total of 166 papers included in the 3 volumes were carefully reviewed and selected from 1124 submissions. The papers present research, development, and applications in the fields of artificial intelligence and information security

Optimization techniques have developed into a significant area concerning industrial, economics, business, and financial systems. With the development of engineering and financial systems, modern optimization has played an important role in service-centered operations and as such has attracted more attention to this field. Meta-heuristic hybrid optimization is a newly development mathematical framework based optimization technique. Designed by logicians, engineers, analysts, and many more, this technique aims to study the complexity of algorithms and problems. Meta-Heuristics Optimization Algorithms in Engineering, Business, Economics, and Finance explores the emerging study of meta-heuristics optimization algorithms and methods and their role in innovated real world practical applications. This book is a collection of research on the areas of meta-heuristics optimization algorithms in engineering, business, economics, and finance and aims to be a comprehensive reference for decision makers, managers, engineers, researchers, scientists, financiers, and economists as well as industrialists.

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.