Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543): Difference between revisions

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Revision as of 13:04, 20 February 2024

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Using genetic algorithm to solve a new multi-period stochastic optimization model
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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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