Heuristic optimisation in financial modelling

Heuristic optimisation

1. The computational complexity of many problems means that optimal solutions are unlikely to be found in reasonable time in larger instances. 2. Problems may be ill-defined or data imprecise, so that an optimal solution based on estimated data will almost certainly not be optimal for the actual data. In such a situation it is preferable to obtain a robust solution that will be near-optimal ove...

Financial Portfolio Optimisation

Ensemble Clustering via Heuristic Optimisation

Jian Li A Thesis Submitted for the Degree of Doctor of Philosophy Brunel University II Ensemble Clustering via Heuristic Optimisation

Optimisation Modelling Innovations

Model development is perhaps the most intellectually challenging part of practical mathematical programming. The mathematical representation of a model is typically very short and understandable. Algebraic modelling languages allow models to be implemented in such a way that they can easily be understood and modified. Having once developed models, practical applications should integrate them in...

Honeybees-inspired heuristic algorithms for numerical optimisation

Swarm BLOCKIN BLOCKIN intelligence BLOCKIN BLOCKIN is BLOCKIN BLOCKIN all BLOCKIN BLOCKIN about BLOCKIN BLOCKIN developing BLOCKIN BLOCKIN collective BLOCKIN BLOCKIN behaviours BLOCKIN BLOCKIN to BLOCKIN BLOCKIN solve BLOCKIN BLOCKIN complex, BLOCKIN BLOCKIN ill-­‐structured BLOCKIN BLOCKIN and BLOCKIN BLOCKIN large-­‐ scale problems. Efficiency in collective behaviours depends on how to harmon...