9798243614962 - integer programming & combinatorial optimization for trading & portfolio construction: discrete allocation, execution scheduling, and constraint-driven risk di falkner, konrad r.; preston, james (6 risultati)
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Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 43,95
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 39,78
EUR 5,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 55,00
EUR 62,76 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. Neuware - Reactive PublishingInteger programming and combinatorial optimization are increasingly central to the design of robust systematic trading and portfolio construction frameworks. As markets demand higher capital efficiency, tighter risk budgets, and execution-aware allocation, quant teams ar…e moving beyond closed-form heuristics and embracing discrete optimization methods to model the real constraints of trading systems.This book provides a practical, finance-focused guide to mixed-integer optimization for allocation, execution, and systematic decision-making. Readers will learn how to encode market frictions, turnover limits, transaction costs, liquidity constraints, sector exposures, and nonlinear objectives into tractable optimization problems that directly reflect modern portfolio engineering realities.Developed for quantitative analysts, portfolio managers, and algorithmic traders, the material bridges the gap between academic integer programming theory and high-performance implementation inside systematic workflows. Through worked examples and trading-oriented case studies, the book demonstrates how combinatorial structures appear naturally in portfolio construction, order scheduling, basket execution, and risk overlays-and how these structures can be efficiently optimized with modern solvers.Core topics include: - Mixed-integer linear & quadratic models for systematic strategies- Discrete allocation under liquidity, turnover, and risk constraints- Execution scheduling and basket optimization- Constraint-driven risk modeling and factor exposure alignment- Combinatorial search, heuristics, and relaxation techniques- Solver selection, performance considerations, and workflow integration- Practical implementation patterns for production trading systemsBy the end, readers will be equipped to design discrete optimization components that integrate directly into quant trading pipelines, strategy research platforms, and PM workflows, turning combinatorial problems into systematic trading edges.Ideal for systematic traders, quant developers, risk teams, PMs, and researchers working in portfolio optimization, algorithmic trading, and execution-aware strategy engineering.
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- Print on Demand
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 39,86
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Print on Demand.
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- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 44,76
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingInteger programming and combinatorial optimization are increasingly central to the design of robust systematic trading and portfolio construction frameworks. As markets demand higher capital efficiency, tighter risk budgets, and execution-aware allocation, quant teams are… moving beyond closed-form heuristics and embracing discrete optimization methods to model the real constraints of trading systems.This book provides a practical, finance-focused guide to mixed-integer optimization for allocation, execution, and systematic decision-making. Readers will learn how to encode market frictions, turnover limits, transaction costs, liquidity constraints, sector exposures, and nonlinear objectives into tractable optimization problems that directly reflect modern portfolio engineering realities.Developed for quantitative analysts, portfolio managers, and algorithmic traders, the material bridges the gap between academic integer programming theory and high-performance implementation inside systematic workflows. Through worked examples and trading-oriented case studies, the book demonstrates how combinatorial structures appear naturally in portfolio construction, order scheduling, basket execution, and risk overlays-and how these structures can be efficiently optimized with modern solvers.Core topics include: - Mixed-integer linear & quadratic models for systematic strategies- Discrete allocation under liquidity, turnover, and risk constraints- Execution scheduling and basket optimization- Constraint-driven risk modeling and factor exposure alignment- Combinatorial search, heuristics, and relaxation techniques- Solver selection, performance considerations, and workflow integration- Practical implementation patterns for production trading systemsBy the end, readers will be equipped to design discrete optimization components that integrate directly into quant trading pipelines, strategy research platforms, and PM workflows, turning combinatorial problems into systematic trading edges.Ideal for systematic traders, quant developers, risk teams, PMs, and researchers working in portfolio optimization, algorithmic trading, and execution-aware strategy engineering. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 43,93
EUR 43,25 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Reactive PublishingInteger programming and combinatorial optimization are increasingly central to the design of robust systematic trading and portfolio construction frameworks. As markets demand higher capital efficiency, tighter risk budgets, and execution-aware allocation, quant teams are… moving beyond closed-form heuristics and embracing discrete optimization methods to model the real constraints of trading systems.This book provides a practical, finance-focused guide to mixed-integer optimization for allocation, execution, and systematic decision-making. Readers will learn how to encode market frictions, turnover limits, transaction costs, liquidity constraints, sector exposures, and nonlinear objectives into tractable optimization problems that directly reflect modern portfolio engineering realities.Developed for quantitative analysts, portfolio managers, and algorithmic traders, the material bridges the gap between academic integer programming theory and high-performance implementation inside systematic workflows. Through worked examples and trading-oriented case studies, the book demonstrates how combinatorial structures appear naturally in portfolio construction, order scheduling, basket execution, and risk overlays-and how these structures can be efficiently optimized with modern solvers.Core topics include: - Mixed-integer linear & quadratic models for systematic strategies- Discrete allocation under liquidity, turnover, and risk constraints- Execution scheduling and basket optimization- Constraint-driven risk modeling and factor exposure alignment- Combinatorial search, heuristics, and relaxation techniques- Solver selection, performance considerations, and workflow integration- Practical implementation patterns for production trading systemsBy the end, readers will be equipped to design discrete optimization components that integrate directly into quant trading pipelines, strategy research platforms, and PM workflows, turning combinatorial problems into systematic trading edges.Ideal for systematic traders, quant developers, risk teams, PMs, and researchers working in portfolio optimization, algorithmic trading, and execution-aware strategy engineering. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
