Scientific and Technical Aerospace Reports
Author:
Publisher:
Published: 1990
Total Pages: 740
ISBN-13:
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Handbook of Portfolio Construction
Author: John B. Guerard, Jr.
Publisher: Springer Science & Business Media
Published: 2009-12-12
Total Pages: 796
ISBN-13: 0387774394
DOWNLOAD EBOOKPortfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today’s most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.
Encyclopedia of Optimization
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
Published: 2008-09-04
Total Pages: 4646
ISBN-13: 0387747583
DOWNLOAD EBOOKThe goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Algorithms – ESA 2005
Author: Gerth S. Brodal
Publisher: Springer Science & Business Media
Published: 2005-09-19
Total Pages: 918
ISBN-13: 3540291180
DOWNLOAD EBOOKThis book constitutes the refereed proceedings of the 13th Annual European Symposium on Algorithms, ESA 2005, held in Palma de Mallorca, Spain, in September 2005 in the context of the combined conference ALGO 2005. The 75 revised full papers presented together with abstracts of 3 invited lectures were carefully reviewed and selected from 244 submissions. The papers address all current issues in algorithmics reaching from design and mathematical issues over real-world applications in various fields up to engineering and analysis of algorithms.
Quadratic Programming with Computer Programs
Author: Michael J. Best
Publisher: CRC Press
Published: 2017-07-12
Total Pages: 423
ISBN-13: 1351647202
DOWNLOAD EBOOKQuadratic programming is a mathematical technique that allows for the optimization of a quadratic function in several variables. QP is a subset of Operations Research and is the next higher lever of sophistication than Linear Programming. It is a key mathematical tool in Portfolio Optimization and structural plasticity. This is useful in Civil Engineering as well as Statistics.
Algorithms for Linear-Quadratic Optimization
Author: Vasile Sima
Publisher: CRC Press
Published: 2021-12-17
Total Pages: 382
ISBN-13: 1000105288
DOWNLOAD EBOOKThis textbook offers theoretical, algorithmic and computational guidelines for solving the most frequently encountered linear-quadratic optimization problems. It provides an overview of recent advances in control and systems theory, numerical line algebra, numerical optimization, scientific computations and software engineering.
Trust Region Methods
Author: A. R. Conn
Publisher: SIAM
Published: 2000-01-01
Total Pages: 960
ISBN-13: 0898714605
DOWNLOAD EBOOKMathematics of Computing -- General.
Advanced Manufacturing and Automation X
Author: Yi Wang
Publisher: Springer Nature
Published: 2021-01-22
Total Pages: 774
ISBN-13: 9813363185
DOWNLOAD EBOOKThis book presents selected papers from the 10th International Workshop of Advanced Manufacturing and Automation (IWAMA 2020), held in Zhanjiang, Guangdong province, China, on October 12-13, 2020. Discussing topics such as novel techniques for manufacturing and automation in Industry 4.0 and smart factories, which are vital for maintaining and improving economic development and quality of life, it offers researchers and industrial engineers insights into implementing the concepts and theories of Industry 4.0, in order to effectively respond to the challenges posed by the 4th industrial revolution and smart factories.
Practical Methods of Optimization
Author: R. Fletcher
Publisher: John Wiley & Sons
Published: 2013-06-06
Total Pages: 470
ISBN-13: 111872318X
DOWNLOAD EBOOKFully describes optimization methods that are currently most valuable in solving real-life problems. Since optimization has applications in almost every branch of science and technology, the text emphasizes their practical aspects in conjunction with the heuristics useful in making them perform more reliably and efficiently. To this end, it presents comparative numerical studies to give readers a feel for possibile applications and to illustrate the problems in assessing evidence. Also provides theoretical background which provides insights into how methods are derived. This edition offers revised coverage of basic theory and standard techniques, with updated discussions of line search methods, Newton and quasi-Newton methods, and conjugate direction methods, as well as a comprehensive treatment of restricted step or trust region methods not commonly found in the literature. Also includes recent developments in hybrid methods for nonlinear least squares; an extended discussion of linear programming, with new methods for stable updating of LU factors; and a completely new section on network programming. Chapters include computer subroutines, worked examples, and study questions.
