Algorithms-and-Optimization

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1、TableofContentsIntroduction.........................................................................................................3AchievingSuccessinaVolatileMarket................................................................3ThePortfolioApproach...............................................

2、.........................................3WhyDidtheRulesBasedMethodFail?...............................................................5TheSEMPortfolio................................................................................................6TheEfficientFrontier..............................

3、..............................................................6MeasuringLiftwiththeEfficientFrontier..............................................................7TheNeedforAlgorithms......................................................................................7Models......................

4、...........................................................................................8Automation........................................................................................................12Models,OptimizationandAutomation:TheSynergyforPerformanceatEfficientFrontier..............

5、...............................13ThePowerofForecasting..................................................................................14Conclusion.........................................................................................................16AboutEfficientFrontier.....................

6、.................................................................162“Don’tworryaboutyourdifficultiesinmathematics.Iassureyouthatminearegreater.”AlbertEinsteinAchievingSuccessinaVolatileMarketVolatilemarketsareadifficultenvironmentforonlineadvertisers.Manyuncertainfactorsariseduringdifficulttimes,s

7、uchaswiththeeconomicslowdownbeingexperiencedintheU.S.inQ4of2008.Ifadvertisingspendiscutthensalesvolumeislost,ifspendisincreasedthenoneisexposedtosignificantriskonthemargin.Achiev-ingsuccessinavolatilemarketandens