Read Practical Financial Optimization: A Library of GAMS Models (The Wiley Finance Series) - Soren S Nielson | ePub Online

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In Practical Financial Optimization: A Library of GAMS Models, the authors provide a diverse set of models for portfolio optimization, based on the General Algebraic Modelling System. ‘GAMS’ consists of a language which allows a high-level, algebraic representation of mathematical models and a set of solvers – numerical algorithms – to solve them. The system was developed

Title : Practical Financial Optimization: A Library of GAMS Models (The Wiley Finance Series)
Author : Soren S Nielson
Language : en
Rating :
4.90 out of 5 stars
Type : PDF, ePub, Kindle
Uploaded : Apr 07, 2021

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