Distributed optimisation of a portfolio's Omega.

Manfred Gilli Enrico Schumann

Published in: Parallel Comput. (2010)

Keyphrases

distributed systems
cooperative
genetic algorithm
real world
information systems
data sets
data model
portfolio selection
distributed learning
communication cost
fault tolerant
distributed environment
constraint satisfaction problems
peer to peer
data structure
multi agent
decision making
neural network