Heuristic optimisation in financial modelling.

Manfred Gilli Enrico Schumann

Published in: Ann. Oper. Res. (2012)

Keyphrases

genetic algorithm
optimal solution
search algorithm
combinatorial optimization
financial data
decision making
simulated annealing
packing problem
mixed integer programming
multi objective optimisation
real time
heuristic solution
greedy heuristic
exact algorithms
risk management
stock market
dynamic programming