The book is a monograph in the cross disciplinary area of
Computational Intelligence in Finance and elucidates a collection
of practical and strategic Portfolio Optimization models in
Finance, that employ Metaheuristics for their effective solutions
and demonstrates the results using MATLAB implementations, over
live portfolios invested across global stock universes. The book
has been structured in such a way that, even novices in finance or
metaheuristics should be able to comprehend and work on the hybrid
models discussed in the book.
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