where Rt+1 is an n-dimensional random vector containing the cross-section of returns in excess of the risk-free rate over some Only users who have a paid subscription or are part of a corporate ...

Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...

Interior-point methods constitute a robust class of algorithms for solving constrained optimisation problems by exploring the interior of the feasible region instead of traversing its boundary. These ...

This unit gives an overview of methods and algorithms both in linear programming (operational research) and non-linear optimisation. Techniques to be considered include: Linear Programming. Graphical ...

This unit gives an overview of methods and algorithms both in linear programming (operational research) and non-linear optimisation. Techniques to be considered include: Linear Programming. Graphical ...

Students will learn the foundations of linear programming, properties of optimal solutions and various solution methods for optimizing problems involving a linear objective function and linear ...

HSBC has begun collaborating with Terra Quantum to investigate using hybrid quantum applications to tackle optimisation challenges. One example of such an issue is collateral optimisation, which is ...

This course is compulsory on the MSc in Operations Research & Analytics. This course is available on the CEMS Exchange, Global MSc in Management, Global MSc in Management (CEMS MIM), Global MSc in ...