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Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya; Prasanna, Krishna - In: Journal of risk 20 (2017/2018) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
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Immunity-based evolutionary algorithm for optimal global container repositioning in liner shipping
Wong, Eugene Yin Cheung; Lau, Henry Y. K.; Mak, K. L. - In: OR spectrum : quantitative approaches in management 32 (2010) 3, pp. 739-763
Persistent link: https://www.econbiz.de/10003983286
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Applying a Global Optimisation Algorithm to Fund of Hedge Funds Portfolio Optimisation
Thapar, Rishi - 2009
and global search optimisation algorithms could serve better to address such problems. Also, in implementing such an … algorithms applied to FoHF portfolios, and using one of these algorithms to construct an optimal portfolio of investable hedge …
Persistent link: https://www.econbiz.de/10013156987
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Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment
Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 4, (pp. 181-197). 2011
Persistent link: https://www.econbiz.de/10009423545
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Genetic algorithms and investment strategies : a global perspective
Pavlova, Ivelina - 2008
Persistent link: https://www.econbiz.de/10011573894
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Global convergence of a robus filter SQP algorithm
Shen, Chungen; Xue, Wenjuan; Chen, Xiongda - In: European journal of operational research : EJOR 206 (2010) 1, pp. 34-45
Persistent link: https://www.econbiz.de/10003968276
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Algorithmic trading in the foreign exchange market
Bergsten, Maria; Sandahl, Johannes Forss - In: Sveriges Riksbank economic review (2013) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012168713
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Koordination in Elektrizitätsversorgungssystemen insbesondere durch organisierte Grosshandelsmärkte für Strom
Klopfer, Thomas - 1997
Persistent link: https://www.econbiz.de/10000956856
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Regulating beyond price : integrated price-quality regulation for electricity distribution networks
Ajodhia, Virendra Shailesh - 2005
Persistent link: https://www.econbiz.de/10003316063