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Titlebook: Optimisation, Econometric and Financial Analysis; Erricos John Kontoghiorghes,Cristian Gatu Conference proceedings 2007 Springer-Verlag Be

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A Survey of Different Integer Programming Formulations of the Travelling Salesman Problemdard formulation all the formulations are ‘compact’ in the sense that the number of constraints and variables is a polynomial function of the number of cities in the problem. Comparisons of the formulations are made by projecting out variables in order to produce polytopes in the same space. It is t
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The Threshold Accepting Optimisation Algorithm in Economics and Statisticsetrics and statistics, the issues related to implementations of TA are discussed and demonstrated. A problem specific implementation involves the definition of a local structure on the search space, the analysis of the objective function and of constraints, if relevant, and the generation of a seque
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Random Portfolios for Performance Measurementrding performance measurement using information ratios relative to a benchmark. Random portfolios can also form the basis of investment mandates Investment mandates—this allows active fund managers more freedom to implement their ideas, and provides the investor more flexibility to gain utility. The
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978-3-642-07171-3Springer-Verlag Berlin Heidelberg 2007
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