Selected parallel optimization methods for financial management under uncertainty.
Georg Ch. PflugArtur SwietanowskiPublished in: Parallel Comput. (2000)
Keyphrases
- optimization methods
- portfolio optimization
- optimization method
- optimization problems
- decision making
- simulated annealing
- stochastic methods
- portfolio management
- management system
- efficient optimization
- optimization approaches
- information systems
- trust region
- inverse problems
- knowledge management
- quasi newton
- parallel processing
- unconstrained optimization
- data management
- project management
- risk management
- evolution strategy
- global convergence
- direct optimization
- gradient method
- continuous optimization
- robust optimization
- differential evolution
- supervised learning
- evolutionary algorithm
- genetic algorithm
- bayesian network models
- neural network