Adaptive evolutionary algorithms for portfolio selection problems

DOI10.1007/s10287-023-00441-7OpenAlexW4321236358MaRDI QIDQ6088765

Giacomo di Tollo, Gianni Filograsso

Publication date: 14 December 2023

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-023-00441-7

zbMATH Keywords

portfolio optimizationevolutionary algorithmsmixed-integer programmingadaptive parameter controlparameter setting

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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