Thesis (Selection of subject)Thesis (Selection of subject)(version: 368)
Thesis details
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Kombinatorická optimalizace portfolia
Thesis title in Czech: Kombinatorická optimalizace portfolia
Thesis title in English: Combinatorial portfolio optimization
Academic year of topic announcement: 2009/2010
Thesis type: Bachelor's thesis
Thesis language: čeština
Department: Department of Probability and Mathematical Statistics (32-KPMS)
Supervisor: doc. RNDr. Ing. Miloš Kopa, Ph.D.
Author: hidden - assigned and confirmed by the Study Dept.
Date of registration: 01.10.2009
Date of assignment: 01.10.2009
Date and time of defence: 17.09.2010 00:00
Date of electronic submission:17.09.2010
Date of proceeded defence: 17.09.2010
Opponents: RNDr. Jakub Petrásek
 
 
 
Guidelines
Kombinatorická optimalizace má široké uplatnění v různých oborech. Posluchač pojedná o základných problémech kombinatorické optimalizace a zaměří se na aplikace v optimalizaci portfolia. S využitím celočíselného programování doplní práci o numerickou studii.
References
[1] CH. H. Papadimitriou, K. Steiglitz: Combinatorial optimization : algorithms and complexity, Dover Publications, Mineola New York, 1998.
[2] G. L. Nemhauser, L. A. Wolsey: Integer and combinatorial optimization, John Wiley & Sons, New York, 1999.
[3] W. J. Cook et al.: Combinatorial optimization, John Wiley & Sons, New York, 1998.
Preliminary scope of work
Kombinatorická optimalizace portfolia
Preliminary scope of work in English
Combinatorial portfolio optimization
 
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