Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:08, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using genetic algorithm to solve a new multi-period stochastic optimization model |
scientific article |
Statements
Using genetic algorithm to solve a new multi-period stochastic optimization model (English)
0 references
17 July 2009
0 references
conditional value-at-risk
0 references
efficient frontier
0 references
genetic algorithm
0 references
simulated path
0 references
transaction costs
0 references
