Heuristic approaches to realistic portfolio optimisation
Year of publication: |
2006
|
---|---|
Authors: | Busetti, F. |
Published in: |
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-174-4. - 2006, p. 361-370
|
Subject: | Portfolio-Management | Portfolio selection | Heuristik | Heuristics | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory |
-
An investigation of portfolio optimization using modified NSGA-II algorithm
Mahapatra, Biplab, (2019)
-
Chen, Yao-Tsung, (2020)
-
Selecting algorithms for large berth allocation problems
Wawrzyniak, Jakub, (2020)
- More ...
-
The time-varying risk of Italian GDP
Busetti, Fabio, (2021)
-
When is a copula constant? : a test for changing relationships
Busetti, Fabio, (2008)
-
The time-varying risk of Italian GDP
Busetti, Fabio, (2020)
- More ...