"Genetic Algorithm based Global optimization of VaR."

Xiangming Xi et al. (2019)

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DOI: 10.1109/ICCA.2019.8899534

access: closed

type: Conference or Workshop Paper

metadata version: 2019-11-22

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Xiangming Xi, Yu Bai, Shuning Wang, Yunjiang Lou:
Genetic Algorithm based Global optimization of VaR. ICCA 2019: 1423-1428

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