Optimization Methods for Financial Index Tracking: From Theory to Practice.
Konstantinos BenidisYiyong FengDaniel P. PalomarPublished in: Found. Trends Optim. (2018)
Keyphrases
- optimization methods
- optimization method
- simulated annealing
- portfolio optimization
- optimization problems
- particle filter
- stochastic methods
- global convergence
- continuous optimization
- unconstrained optimization
- real time
- quasi newton
- kalman filter
- neural network
- optimization approaches
- efficient optimization
- index structure
- decision making
- trust region
- visual tracking
- object tracking
- evolutionary algorithm
- gradient method
- inverse problems
- particle filtering
- differential evolution
- document retrieval
- particle swarm optimization
- bayesian network models