"Equality constrained long-short portfolio replication by using ..."

Yukiko Orito, Hisashi Yamamoto, Yasuhiro Tsujimura (2012)

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DOI: 10.1109/CEC.2012.6256174

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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Yukiko Orito, Hisashi Yamamoto, Yasuhiro Tsujimura:
Equality constrained long-short portfolio replication by using probabilistic model-building GA. IEEE Congress on Evolutionary Computation 2012: 1-8

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