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A hybrid genetic algorithm approach for portfolio selection problem
Han, Sangheon - In: Ōsaka Daigaku keizaigaku 53 (2003) 3, pp. 76-87
Persistent link: https://www.econbiz.de/10001949631
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Using genetic algorithms to construct portfolios
Wilding, Tim - In: Advances in portfolio construction and implementation, (pp. 135-160). 2003
Persistent link: https://www.econbiz.de/10001771111
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Portfolio re-balancing and optimization using directional changes and genetic algorithms
Almeida, Rui Jorge; Bastürk, Nalan; Rodrigues, Paulo … - 2023
Persistent link: https://www.econbiz.de/10014448108
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Intelligent financial portfolio composition based on evolutionary computation strategies
Gorgulho, António M. S. B. S.; Neves, Rui F. M. F.; … - 2012 - 1., neue Ausg
Persistent link: https://www.econbiz.de/10009632969
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Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms
Hager, Svenja (contributor); Schöbel, Rainer (contributor) - 2006
Even if the correct modeling of default dependence is essential for the valuation of portfolio credit derivatives, for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equalpairwise correlationsfor all assets in the reference portfolio has become the standard...
Persistent link: https://www.econbiz.de/10003636680
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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Genetic algorithms for portfolio selection problems with minimum transaction lots
Lin, Chang-chun; Liu, Yi-ting - In: European journal of operational research : EJOR 185 (2008) 1, pp. 393-404
Persistent link: https://www.econbiz.de/10003768790
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Heuristic approaches to realistic portfolio optimisation
Busetti, F. - In: Computational finance and its applications II : [Second …, (pp. 361-370). 2006
Persistent link: https://www.econbiz.de/10003410214
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A multiobjective immune algorithm based on a multiple-affinity model
Hu, Zhi-hua - In: European journal of operational research : EJOR 202 (2010) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10003960010