FORMATION OF MARKOWITZ PORTFOLIO INSURANCE USING SIMULATED ANNEALING WITH AND WITHOUT OPTION
The Simulated Annealing method, which is a random search method for solving optimization problems, uses an analog simulation of the annealing of solids, where the objective function to be minimized corresponds to temperature of the solid. This method allows the occasional acceptance of a new infe...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19631 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |