Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.
Andrea ConsiglioStavros A. ZeniosPublished in: Oper. Res. (1999)
Keyphrases
- simulation models
- statistical models
- response surface
- decision making
- optimization algorithm
- mathematical model
- short term
- experimental data
- machine learning
- simulation model
- mathematical models
- combinatorial optimization
- portfolio optimization
- parametric models
- constrained optimization
- classification models
- case study
- search engine