FORMATION OF MARKOWITZ PORTFOLIO INSURANCE USING SIMULATED ANNEALING WITH AND WITHOUT OPTION

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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書目詳細資料
主要作者:	ASTERLITA JANTORO, VIONY
格式:	Final Project
語言:	Indonesia
在線閱讀:	https://digilib.itb.ac.id/gdl/view/19631
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Institut Teknologi Bandung
語言:	Indonesia

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