Project staff and support

Fang He (Intern, Nottingham University)
Mick Pont (Company Supervisor, NAG)
Rong Qu (Academic Mentor, Nottingham University)
David Allwright (Technology Translator, Industrial Mathematics KTN)

This Internship project was carried out at NAG, in conjunction with the Nottingham University. It is part of the KTN's Industrial Mathematics Internships Programme and funded by EPSRC. Start date: January 2010; duration: 4 months.

Project description

This Internship project investigated hybrid algorithms applied to portfolio optimization problems. This includes integrating exact methods (mathematical programming) with advanced heuristic methods for solving complex portfolio management problems with various constraints.