Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.cam.2009.02.055 / rank | |||
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| Property / OpenAlex ID: W2082231108 / rank | |||
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Latest revision as of 19:42, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using genetic algorithm to solve a new multi-period stochastic optimization model |
scientific article |
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Using genetic algorithm to solve a new multi-period stochastic optimization model (English)
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17 July 2009
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conditional value-at-risk
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efficient frontier
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genetic algorithm
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simulated path
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transaction costs
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