Market volatility-robust financial instruments’s portfolio allocation with sampling methods and genetic algorithms
Mateusz Dzicher
Year of publication: |
2022
|
---|---|
Authors: | Dzicher, Mateusz |
Published in: |
Journal of financial studies & research : JFSR. - Norristown, Pa. : IBIMA Publ., ISSN 2166-000X, ZDB-ID 2629653-6. - Vol. 2022.2022, Art.-No. 594636, p. 1-12
|
Subject: | portfolio allocation | optimization techniques | sampling methods | genetic algorithms | Entwicklungstheorie | Development theory | Evolutionärer Algorithmus | Evolutionary algorithm | Portfolio-Management | Portfolio selection | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming |
Saved in:
freely available
Saved in favorites
Similar items by subject
-
A hybrid genetic algorithm approach for portfolio selection problem
Han, Sangheon, (2003)
-
Using genetic algorithms to construct portfolios
Wilding, Tim, (2003)
-
Emami, Mostafa, (2012)
- More ...
Similar items by person