Pages that link to "Item:Q1812009"

The following pages link to An evolutionary heuristic for the index tracking problem. (Q1812009):

Displaying 16 items.

• Index tracking through deep latent representation learning (Q4991048) (← links)
• Sparse index tracking using sequential Monte Carlo (Q5039622) (← links)
• Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
• Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
• Heuristic methods for stock selection and allocation in an index tracking problem (Q5106286) (← links)
• Portfolio optimization with tri-objective for index fund management (Q5106288) (← links)
• High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
• Index tracking with utility enhanced weighting (Q5212067) (← links)
• ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) (← links)
• Support Vector Regression for Time Series Analysis (Q5232792) (← links)
• Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)
• Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
• Liquidity-constrained index tracking optimization models (Q6148777) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)