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Optimisation of Complex Financial Models Using Nature-Inspired Techniques

https://doi.org/10.2139/ssrn.1089117
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Heuristic Optimization Methods in Econometrics
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Multivariate GARCH models: a survey
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An Introduction to Univariate GARCH Models
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The convergence of optimization based GARCH estimators: theory and application
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Portfolio management with heuristic optimization
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Generalized autoregressive conditional heteroskedasticity
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Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio selection
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Benchmarks and the accuracy of GARCH model estimation
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Chapter 49 Arch models
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Global Optimization of Econometric Functions
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Periodic Autoregressive Conditional Heteroscedasticity
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Small worlds and mega-minds: effects of neighborhood topology on particle swarm performance
inferredcites →https://doi.org/10.1109/cec.2005.1554852openalex-extracted
A Multiobjective Approach to the Portfolio Optimization Problem
inferredcites →https://doi.org/10.1109/icnn.1995.488968openalex-extracted
Particle swarm optimization
inferredcites →https://doi.org/10.1111/1467-9868.00399openalex-extracted
Classical Model Selection via Simulated Annealing
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.1201/9781420010749-33openalex-extracted
Ant Colony Optimization
inferredcites →https://doi.org/10.2139/ssrn.411062openalex-extracted
Multivariate GARCH Models: A Survey
inferredcites →https://doi.org/10.2202/1558-3708.1469openalex-extracted
Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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Estimation, Inference and Specification Analysis.
inferredcites →https://doi.org/10.2307/2327857openalex-extracted
Modern Portfolio Theory and Investment Analysis.
inferredcites →https://doi.org/10.2307/2938260openalex-extracted
Conditional Heteroskedasticity in Asset Returns: A New Approach
inferredcites →https://doi.org/10.2469/faj.v46.n6.73openalex-extracted
The Measurement and Control of Trading Costs
inferredcites →https://doi.org/10.3182/20050703-6-cz-1902.02250openalex-extracted
OPTIMAL LAG STRUCTURE SELECTION IN VEC–MODELS
inferredcites →https://doi.org/10.7551/mitpress/1290.001.0001openalex-extracted
Ant Colony Optimization
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