Adaptive evolutionary algorithms for portfolio selection problems
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Cites work
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- A generalized approach to portfolio optimization: improving performance by constraining portfolio norms
- A hybrid genetic model for the prediction of corporate failure
- A hybrid heuristic for an inventory routing problem
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- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- A new crossover operator for real coded genetic algorithms
- A new perspective for optimal portfolio selection with random fuzzy returns
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- A portfolio optimization model with three objectives and discrete variables
- A real-time adaptive trading system using genetic programming
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- A simple and effective evolutionary algorithm for the vehicle routing problem
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- Autonomous operator management for evolutionary algorithms
- Coherent measures of risk
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Distribution assumptions and risk constraints in portfolio optimization
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization
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- Evolutionary optimization algorithms. Biologically inspired and population-based approaches to computer intelligence
- Evolutionary Stochastic Portfolio Optimization
- Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
- Exploration and exploitation in evolutionary algorithms: a survey
- Fuzzy sets
- Genetic algorithm learning and the cobweb model
- Genetic algorithms for portfolio selection problems with minimum transaction lots
- Heuristics for cardinality constrained portfolio optimization
- scientific article; zbMATH DE number 5147449 (Why is no real title available?)
- scientific article; zbMATH DE number 20220 (Why is no real title available?)
- scientific article; zbMATH DE number 107465 (Why is no real title available?)
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- scientific article; zbMATH DE number 852844 (Why is no real title available?)
- Hybrid crossover operators for real-coded genetic algorithms: an experimental study
- Introduction to evolutionary computing
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- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
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- The Stationary Bootstrap
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