Book Description
In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the same time portfolio risk assessment has become an essential ingredient in risk management, and this trend will only accelerate in the coming years. Unfortunately there is a large gap between the limited treatment of portfolio construction methods that are presented in most university courses with relatively little hands-on experience and limited computing tools, and the rich and varied aspects of portfolio construction that are used in practice in the finance industry. Current practice demands the use of modern methods of portfolio construction that go well beyond the classical Markowitz mean-variance optimality theory and require the use of powerful scalable numerical optimization methods. This book fills the gap between current university instruction and current industry practice by providing a comprehensive computationally-oriented treatment of modern portfolio optimization and construction methods. The computational aspect of the book is based on extensive use of S-Plus®, the S+NuOPT™ optimization module, the S-Plus Robust Library and the S+Bayes™ Library, along with about 100 S-Plus scripts and some CRSP® sample data sets of stock returns. A special time-limited version of the S-Plus software is available to purchasers of this book.
“For money managers and investment professionals in the field, optimization is truly a can of worms rather left un-opened, until now! Here lies a thorough explanation of almost all possibilities one can think of for portfolio optimization, complete with error estimation techniques and explanation of when non-normality plays a part. A highly recommended and practical handbook for the consummate professional and student alike!”
Steven P. Greiner, Ph.D., Chief Large Cap Quant & Fundamental Research Manager, Harris Investment Management
“The authors take a huge step in the long struggle to establish applied post-modern portfolio theory. The optimization and statistical techniques generalize the normal linear model to include robustness, non-normality, and semi-conjugate Bayesian analysis via MCMC. The techniques are very clearly demonstrated by the extensive use and tight integration of S-Plus software. Their book should be an enormous help to students and practitioners trying to move beyond traditional modern portfolio theory.”
Peter Knez, CIO, Global Head of Fixed Income, Barclays Global Investors
“With regard to static portfolio optimization, the book gives a good survey on the development from the basic Markowitz approach to state of the art models and is in particular valuable for direct use in practice or for lectures combined with practical exercises.”
Short Book Reviews of the International Statistical Institute, December 2005
Customer Reviews:
If your copy did not include the web registration code..........2007-05-12
Some copies (especially used copies) of this book don't include the web registration key sticker. If you need it, you can contact Insightful Technical Support (keys at insightful dot com) to get a registration key and password.
Customer Service.......2007-03-28
I have got a very good and prompt service and response from Amazon for the book ordered.
Excellent academic treatise a little less useful for practitioners........2007-01-28
I will admit to being torn between four and five stars for this book. I ultimately deduct a star because of: the lack of any sign of the promised web registration key for downloading the 150 day trial software and data, the heavy use of NuOPT where vanilla S/R code would have been sufficient and possibly even easier to understand, and the frequent use by the authors of providing symbolic solutions from Scherer's 2000 book on optimization where implementation is "left as an excercise".
The book dispenses with traditional Markowitz mean-variance optimization in the first chapter, and then moves on to many other methods of optimization for different types of portfolios, asset classes, and investor utility functions. All of this is excellent, comprising the broadest treatment in a single title that I am aware of.
The book makes heavy use of NuOPT, an add-on package for S-Plus from Insightful, and the SIMPLE linear programming included with NuOPT. I was disappointed that the authors make no effort to work problems without NuOPT, even when simplex or other methods would solve the problems presented in more elegant manner.
I was most disappointed that the authors often leave implementation to the reader. Every chapter has "Exercises" at the end. This is fine. I don't think it is fine to discuss the symbolic solution of a problem (like several of the scenario optimization methods discussed in Chapter 5), and then leave as an excercise the implementation of those portfolio solutions in S-PLUS, SIMPLE, or NuOPT. Nearly every chapter has a significant section, usually lifted largely from Scherer's 2000 book, that suffers from this deficiency. It is almost as if the publishers were pushing for a draft, and the authors went through and "left as exercises" whatever they didn't have tested code for.
All my negatives left to the side, this is still the best treatment you'll find in a single title on many issues of portfolio optimization under varying conditions today. Buy this book if you work in portfolio optimization with S-Plus or R.
great reference.......2005-09-09
The best book on this subject. It provides both an excellent up-to-date overview of the relevant literature and an application-oriented perspective. The chapter on robust estimation is outstanding.
Average customer rating:
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Introduction to Modeling and Control of Internal Combustion Engine Systems
Lino Guzzella , and
Christopher H. Onder
Manufacturer: Springer
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Vehicle Propulsion Systems: Introduction to Modeling and Optimization
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Automotive Control Systems: For Engine, Driveline, and Vehicle
ASIN: 354022274X |
Book Description
Internal combustion engines still have a potential for substantial improvements, particularly with regard to fuel efficiency and environmental compatibility. These goals can be achieved with help of control systems.
Modeling and Control of Internal Combustion Engines (ICE) addresses these issues by offering an introduction to cost-effective model-based control system design for ICE. The primary emphasis is put on the ICE and its auxiliary devices. Mathematical models for these processes are developed in the text and selected feedforward and feedback control problems are discussed. The appendix contains a summary of the most important controller analysis and design methods, and a case study that analyzes a simplified idle-speed control problem. The book is written for students interested in the design of classical and novel ICE control systems.
Book Description
- Unique in its survey of the range of topics.
- Contains a strong, interdisciplinary format that will appeal to both students and researchers.
- Features exercises and web links to software and data sets.
Download Description
- Unique in its survey of the range of topics.
- Contains a strong, interdisciplinary format that will appeal to both students and researchers.
- Features exercises and web links to software and data sets.
Customer Reviews:
Great book!!!.......2004-12-07
A must have for anyone interested in otimization! Extremely well written and objective.
Recommended to scholars and graduate students.......2003-09-23
Introduction to Stochastic Search and Optimization provides comprehensive, current information on methods for real-world problem solving, including stochastic gradient and non-gradient techniques, as well as relatively recent innovations such as simulated annealing, genetic algorithms, and MCMC. It is written to be read and understood by graduate students, industrial practitioners, and experienced researchers in the field. Web links to software and data sets, and an extensive list of references of the book allows the reader to explore deeper into certain topic areas. I also found the index to be very comprehensive and carefully done. The appendices are as a refresher and summary of much of the prerequisite material. The book is somewhat unique in providing a balanced discussion of algorithms, including both their strengths and weaknesses. The book is among very few books that have integrated essential parts of statistical fields with optimization and decision making. The book's inclusion of a chapter on optimal experimental design is an example of such integration. The approaches discussed in the book could be used for financial decision making, forecasting, and quality improvement, among many other areas.
Book Description
Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous problems, which introduce additional topics and illustrate basic concepts, appear throughout the text. Solution guide available upon request. 131 figures. 14 tables. 1970 edition.
Customer Reviews:
Very good book........2007-05-09
A really good book for introduction to Optimal Control. As a Power System specialist, I acquired a very good comprehension about optimal control using such book.
Very good introduction.......2007-04-07
A complete introduction to optimal control theory, both from the point of view of dynamic programming and the Pontryagin's maximum principle. Ideal for starters like myself!
Classic that never goes out of style.......2006-04-19
My professor chosed this book to use in an Optimal Control class partly because it is very affordable. On top of that, its contents are superb, giving very clear explanations of the fundamental principles underlying Optimal Control for nonlinear/linear systems.
Despite its long history, I would think that all material are still relevant, although there are available more "modern" numerical techniques (it's still always good to know how things were done "back in those days"). I would grade this as a must-have for the beginning student in Optimal Control. I have always been a fan of Dover books, publishing quality books at rock bottom prices. This one has just reinforced my liking of Dover Publishing.
Practical Excellent Introduction.......2005-11-17
It is an excellent "first book" which is very easy to read and covers broad range of topics: Dynamic Programming leading to Hamilton-Jacobi using Bellman's principle, Calculus of Variations, Hamiltonian Equations, Pontryagin's principle and finally numerical solutions (two point boundary value problems based and using direct methods from operations research methods).
A Global Optimum of an Optimal Control Book.......2005-06-10
This book is very reader friendly. It introduces Dynamic Programming, Variational Calculus, Pontryagin Minimum Principle and in its final section some Numerical Methods. Despite being published in the seventies, this is a truly GOOD CLASSIC (there are bad classics).
In my opinion, to the student, Kirk is superior to Citron, to Athans and to Lewis (this is more recent), that is, this book is more concerned about teaching people. Athans is more encyclopedic but much more time-consuming to read.
With Kirk you will really learn the elements of optimal control theory.
Product Description
This book provides a unified, insightful, and modern treatment of linear optimization, that is, linear programming, network flow problems, and discrete optimization. It includes classical topics as well as the state of the art, in both theory and practice.
Customer Reviews:
Par Excellence!.......2006-11-14
This book is THE best LP book I have come across. The topics are very clear and presented in the best possible manner. Introduces you to several basic and advanced LP topics, theorems and algorithms. The exercises at the end of each chapter test the students' understanding in an appropriate manner. A good number of examples are given to explain the theory in a better way. I would definitely recommend this book to a student interested in learning about optimization procedures and/or algorithm development.
Surely helps if you have taken a linear algebra course before. Some students who haven't had a linear algebra course find the math nomenclature formidable in the beginning.
Quite good.......2006-08-01
This book is impressive for theory, every thing you ever wanted to know or how to avoid some other is here. I teach to industrial engineering students, so i have to use other books for the application, but for the theory, everything is covered here, even more, in the book are several simple rules to avoid tipical problems of the simplex method or transportation problems, or integer forms. You can't call yourself a pro if you haven't read this book.
Nice intuition and good coverage.......2006-01-01
The best part of this book is the first half, where the foundations of linear programming are presented in a clear yet relatively rigorous fashion, accompanied by numerous intuitive geometrical explanations of the abstract general concepts. This approach, supplementing mathematics with graphical insights, works extremely well for this topic.
The quality goes down somewhat, perhaps neccessarily, in the latter half of the book as topics are presented less carefully, and in a somewhat rushed manner in order to cover all of the material the authors decided to include. Given that the fundamentals are covered so well, perhaps this is a fair trade.
The only real negative I can think of is that it's a small crime for professors to create their own publishing companies (Athena only publishes works by a small group of MIT professors) and then still charge outrageous amounts for the books. This would be completely unacceptable were it not for the fact that, unlike most self-published work, this book's production quality is on par with that of the large publishers.
Too Verbose.......2005-12-17
Most part can be expressed in a more terse way and with math language. However, the book revolve around using very lengthy sentence to explain, which is not so helpful and clear as expressed with math. It can be condensed to half thickness.
A+++.......2005-09-24
Exactly as described, fast delivery. I will always try to choose amazon from now on.
Average customer rating:
- It reads like source code
- Rigor-Envy
- Not For Undergraduates
- took the class, liked the book
- All industrial engineering student should buy this book.
|
An Introduction to Optimization, 2nd Edition
Edwin K. P. Chong , and
Stanislaw H. Żak
Manufacturer: Wiley-Interscience
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Applied Optimization with MATLAB Programming
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A First Course in Optimization Theory
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Numerical Optimization (Springer Series in Operations Research and Financial Engineering)
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Mathematical Interest Theory
ASIN: 0471391263 |
Book Description
A modern, up-to-date introduction to optimization theory and methods
This authoritative book serves as an introductory text to optimization at the senior undergraduate and beginning graduate levels. With consistently accessible and elementary treatment of all topics, An Introduction to Optimization, Second Edition helps students build a solid working knowledge of the field, including unconstrained optimization, linear programming, and constrained optimization.
Supplemented with more than one hundred tables and illustrations, an extensive bibliography, and numerous worked examples to illustrate both theory and algorithms, this book also provides:
* A review of the required mathematical background material
* A mathematical discussion at a level accessible to MBA and business students
* A treatment of both linear and nonlinear programming
* An introduction to recent developments, including neural networks, genetic algorithms, and interior-point methods
* A chapter on the use of descent algorithms for the training of feedforward neural networks
* Exercise problems after every chapter, many new to this edition
* MATLAB(r) exercises and examples
* Accompanying Instructor's Solutions Manual available on request
An Introduction to Optimization, Second Edition helps students prepare for the advanced topics and technological developments that lie ahead. It is also a useful book for researchers and professionals in mathematics, electrical engineering, economics, statistics, and business.
An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
Download Description
A modern, up-to-date introduction to optimization theory and methods
This authoritative book serves as an introductory text to optimization at the senior undergraduate and beginning graduate levels. With consistently accessible and elementary treatment of all topics, An Introduction to Optimization, Second Edition helps students build a solid working knowledge of the field, including unconstrained optimization, linear programming, and constrained optimization.
Supplemented with more than one hundred tables and illustrations, an extensive bibliography, and numerous worked examples to illustrate both theory and algorithms, this book also provides:
* A review of the required mathematical background material
* A mathematical discussion at a level accessible to MBA and business students
* A treatment of both linear and nonlinear programming
* An introduction to recent developments, including neural networks, genetic algorithms, and interior-point methods
* A chapter on the use of descent algorithms for the training of feedforward neural networks
* Exercise problems after every chapter, many new to this edition
* MATLAB(r) exercises and examples
* Accompanying Instructor's Solutions Manual available on request
An Introduction to Optimization, Second Edition helps students prepare for the advanced topics and technological developments that lie ahead. It is also a useful book for researchers and professionals in mathematics, electrical engineering, economics, statistics, and business.
Customer Reviews:
It reads like source code.......2007-04-18
I'm an undergraduate math major who is using this book in a linear programming course. The general consesus in my class is that this is a very difficult book to comprehend. Everything seems like it's been abstracted to the n-th degree. Variables are frequently used without reference to definitions, which in many cases appear in earlier sections. It's a pain to try to look up something then have to hunt around for the meaning of all the components used in the definition. That's not to say this book isn't informative, it just takes a lot of work to glean useful information from it. As a student, I prefer books that are easy to reference. I simply don't have time to read the whole chapter about the simplex method when I just want to know how to compute cost coefficients.
Rigor-Envy.......2007-03-14
I can only speak on the linear programming section in this book. This is an awful text for undergraduates. This is a math text written by engineers who have a huge case of mathematical rigor-envy. They sacrifice all context, specificity, and practicality in lieu of a ridiculus level of mathematical generality. I am experienced in upper division proofing. I found myself reading and understanding every line of the proofs( of which there are many!) and still having no idea what had just been demonstrated. If you already have a PhD in pure mathematics, then this might be the book for you. If you are an undergraduate, stay away! If you need this book for a linear programming course, do youself a favor and also buy Linear Programming be Vasek Chvatal. The Chvatal text is the premier text on LP. It's only disadvantage is that it does not cover interior point methods, but this material can be easily supplemented from other sources. If yor are a prof. and are considering using this book for a undergraduate course, don't. Do your students some good and use a better text.
Not For Undergraduates.......2004-04-23
This book should not be used to teach an Introduction to Optimization at the undergraduate level. It is being done so at my school, and it is driving the undergraduate students crazy because they do not understand the book, the notation also is causing problems. If you are new to the subject area, and do not have an advanced math background(more than college) try looking elsewhere.
took the class, liked the book.......1999-04-30
Drs. Chong and Zak are Professors of Electrical Engineering at Purdue, and Dr. Chong was the instructor for the ECE grad level optimization class when I took it spring '97. The book alone is good, detailed and rigorous enough for a graduate course without sacrificing readability or in-chapter examples. However, without the MATLAB examples that were developed by the authors to accompany lectures and illustrate each optimization method covered, the material might be a little abstract or dry for self-teaching. An excellent introduction or reference nonetheless, those without a solid base in linear algebra should keep a reference text handy while reading.
All industrial engineering student should buy this book........1997-12-22
An Introduction to Optimization
Book Description
In this book the longitudinal behavior of road vehicles is analyzed. The main emphasis is on the analysis and minimization of the fuel and energy consumption. Most approaches to this problem enhance the complexity of the vehicle system by adding components such as electrical motors or storage devices. Such a complex system can only be designed by means of mathematical models. This text gives an introduction to the modeling and optimization problems typically encountered when designing new propulsion systems for passenger cars. It is intended for persons interested in the analysis and optimization of classical and novel vehicle propulsion systems. Its focus lies on the control-oriented mathematical description of the physical processes and on the model-based optimization of the system structure and of the supervisory control algorithms. This text has evolved from a lecture series at ETH Zurich. Prerequisites are general engineering topics and a first course in optimal control theory.
Book Description
Foundations of Inventory Management presents a complete treatment of inventory theory and models for use in advanced undergraduate, masters, or PhD courses in Operations research, manufacturing management or Operations management. Coverage is organized into an introductory section, followed by a section focused on predictable supply and demand, and the third section covering stochastic inventory models. Many recent developments related to or impacting inventory such as ERP systems, supply chain management, JIT, and ERP systems are integrated within the text.
The text presents inventory as a critical topic for virtually all businesses today and one in which theory and practice are closely linked.
Prequisite coursework for students of this text would include basic optimization theory, stochastic processes, and dynamic programming. The text includes examples as well as rigorous assignment problem sets.
Customer Reviews:
Advance Inventory Modeling.......2007-01-12
This book is hardly on Foundations of Inventory. I would call it instead: "Advance Inventory Modeling". Nevertheless, if you are a graduate IE/OR student, this book is a gold mine regarding inventory modeling. If you are a practitioner looking for an intermediate book on inventory modeling, this book is one book ahead the one you are looking for. The author makes it clear about the type of reader his book was intended. I gave a 5 to this book, although it's showing 4 stars(I can't understand why).
Outstanding Book for mid-level and advanced audience.......2002-10-31
This is perhaps the most comprehensive and complete book on the theory behind the innumerable inventory models. More interestingly, it is an extremely well written for a technical book and the lucid style makes readin interesting. I am using the book as reference for research and this book provides a good b/g and development of different models: both stochastic and deterministic.
However, due to the mathematically moderate to advanced treatment of the subject (calculus, probability and some linear algebra and stochastic processes would really help), the audience for this book is definitely those with some background in math and/or engineering.
This book is not for those looking for a formula to plug in values (although it does give those too), it is for those who are keen on understanding the underlying 'logic' of inventory policies and systems and how they have been developed. Anyone in Industrial Engineering, Operations Research, Management (with quantitative inclinations) and professionals will find this an extremely good book.
The Bible of inventory management.......2000-03-17
This is a great reference book for Operations Research and Management Science professionals. Covers most of the classical inventory theory models. Highly recommended.
Average customer rating:
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Introduction to Optimal Control Theory (Undergraduate Texts in Mathematics)
Jack Macki , and
Aaron Strauss
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Calculus of Variations: Mechanics, Control, and Other Applications
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Calculus of Variations
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Linear Algebra and Its Applications
ASIN: 038790624X |
Book Description
This is an introduction to optimal control theory for systems governed by vector ordinary differential equations, up to and including a proof of the Pontryagin Maximum Principle. Though the subject is accessible to any student with a sound undergraduate mathematics background. Theory and applications are integrated with examples, particularly one special example (the rocket car) which relates all the abstract ideas to an understandable setting. The authors avoid excessive generalization, focusing rather on motivation and clear, fluid explanation.
Average customer rating:
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Practical Mathematical Optimization: An Introduction to Basic Optimization Theory and Classical and New Gradient-Based Algorithms (Applied Optimization)
Jan A. Snyman
Manufacturer: Springer
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Binding: Paperback
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ASIN: 038729824X |
Book Description
This book presents basic optimization principles and gradient-based algorithms to a general audience in a brief and easy-to-read form, without neglecting rigor. The work should enable professionals to apply optimization theory and algorithms to their own particular practical fields of interest, be it engineering, physics, chemistry, or business economics. Most importantly, for the first time in a relatively brief and introductory work, due attention is paid to the difficulties – such as noise, discontinuities, expense of function evaluations, and the existence of multiple minima – that often unnecessarily inhibit the use of gradient-based methods. In a separate chapter on new gradient-based methods developed by the author and his coworkers, it is shown how these difficulties may be overcome without losing the desirable features of classical gradient-based methods.
Books:
- Introduction to Numerical Methods and MATLAB: Implementations and Applications
- Introduction to Probability and Statistics (with CD-ROM)
- Introduction to the Modern Theory of Dynamical Systems (Encyclopedia of Mathematics and its Applications)
- Introduction to the Theory of Computation
- Linear Algebra with Applications
- Linear System Theory and Design (Oxford Series in Electrical and Computer Engineering)
- Mathematical Problems in Image Processing: Partial Differential Equations and the Calculus of Variations (Applied Mathematical Sciences)
- Mathematical Structures for Computer Science
- MATLAB: An Introduction with Applications 2nd Edition
- MATLAB: An Introduction with Applications 2nd Edition
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