Multicriteria Portfolio Construction With Python
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Multicriteria Portfolio Construction with Python
This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process. The most important feature of the book includes the proposed methodological framework that integrates two individual subsystems, the portfolio selection subsystem and the portfolio optimization subsystem. An additional highlight of the book includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python. The implementation is presented in detail; each step is elaborately described, from the input of the data to the extraction of the results. Algorithms are organized into small cells of code, accompanied by targeted remarks and comments, in order to help the reader to fully understand their mechanics. Readers are provided with a link to access the source code through GitHub. This Work may also be considered as a reference which presents the state-of-art research on portfolio construction with multiple and complex investment objectives and constraints. The book consists of eight chapters. A brief introduction is provided in Chapter 1. The fundamental issues of modern portfolio theory are discussed in Chapter 2. In Chapter 3, the various multicriteria decision aid methods, either discrete or continuous, are concisely described. In Chapter 4, a comprehensive review of the published literature in the field of multicriteria portfolio management is considered. In Chapter 5, an integrated and original multicriteria portfolio construction methodology is developed. Chapter 6 presents the web-based information system, in which the suggested methodological framework has been implemented. In Chapter 7, the experimental application of the proposed methodology is discussed and in Chapter 8, the authors provide overall conclusions. The readership of the book aims to be a diverse group, including fund managers, risk managers, investment advisors, bankers, private investors, analytics scientists, operations researchers scientists, and computer engineers, to name just several. Portions of the book may be used as instructional for either advanced undergraduate or post-graduate courses in investment analysis, portfolio engineering, decision science, computer science, or financial engineering.
Business Analytics for Professionals
This book explains concepts and techniques for business analytics and demonstrate them on real life applications for managers and practitioners. It illustrates how machine learning and optimization techniques can be used to implement intelligent business automation systems. The book examines business problems concerning supply chain, marketing & CRM, financial, manufacturing and human resources functions and supplies solutions in Python.
Artificial Intelligence for Energy Systems
This book focuses on creating an integrated library of learning models and optimization techniques to assist decision-making on issues in the energy and building sector. It provides modern solutions to energy management and efficiency while addressing a scientific gap in the development of advanced algorithmic methods to solve these problems. More specifically, the focus is on the development of models and algorithms for problems falling into three broader categories, namely: (a) Distributed Energy Generation, (b) Microgrid Flexibility, and (c) Building Energy Efficiency. Artificial Intelligence models and mathematical optimization techniques are developed and presented for applications related to each of these categories, through a thorough analysis of the fundamental parameters of each application as well as the interactions among them. Professors, researchers, scientists, engineers, and students in energy sector-related disciplines are expected to be inspired and benefit from this book, along with readers from other disciplines wishing to learn more about this exciting new field of research.