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"A genetic algorithm for the UCITS-constrained index-tracking problem."

Oliver Strub, Norbert Trautmann (2017)

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DOI: 10.1109/CEC.2017.7969394

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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  dblp key:
  - conf/cec/StrubT17
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  - https://dblp.org/rec/conf/cec/StrubT17
Oliver Strub, Norbert Trautmann:
A genetic algorithm for the UCITS-constrained index-tracking problem. CEC 2017: 822-829

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