Optimizing Optimization
The practical aspects of optimization rarely receive global, balanced examinations. Stephen Satchellas nuanced assembly of technical presentations about optimization packages (by their developers) and about current optimization practice and theory (by academic researchers) makes available highly practical solutions to our post-liquidity bubble environment. The commercial chapters emphasize algorithmic elements without becoming sales pitches, and the academic chapters create context and explore development opportunities. Together they offer an incisive perspective that stretches toward new products, new techniques, and new answers in quantitative finance. Presents a unique qconfrontationq between software engineers and academics Highlights a global view of common optimization issues Emphasizes the research and market challenges of optimization software while avoiding sales pitches Accentuates real applications, not laboratory resultsKatja Scherer is a Quantitative Research Analyst at BITA Risk, where she is focusing on portfolio optimization ... Frank A. Sortino, Chairman and Chief Investment Officer, is Professor of Finance emeritus at San Francisco State University.
| Title | : | Optimizing Optimization |
| Author | : | Stephen Satchell |
| Publisher | : | Academic Press - 2009-09-19 |
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