Coupling a memetic algorithm to simulation models for promising multi-period asset allocations
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- A Gentle Introduction to Memetic Algorithms
- A heuristic genetic algorithm for product portfolio planning
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- A method for the solution of certain non-linear problems in least squares
- A penalty-based edge assembly memetic algorithm for the vehicle routing problem with time windows
- A sequential quadratic programming algorithm with an additional equality constrained phase
- A stochastic programming model for asset liability management of a Finnish pension company
- A taxonomy for the crossover operator for real-coded genetic algorithms: An experimental study
- A theory of the term structure of interest rates
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
- Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
- Applying simulation optimization to the asset allocation of a property-casualty insurer
- Dynamic stochastic programming for asset-liability management
- Exact Penalty Functions in Constrained Optimization
- Genetic programming for the prediction of insolvency in non-life insurance companies
- High-Performance Computing for Asset-Liability Management
- Improving portfolio efficiency: a genetic algorithm approach
- Introduction to evolutionary computing
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications
- Optimum consumption and portfolio rules in a continuous-time model
- Recent advances in memetic algorithms.
- Stochastic Network Programming for Financial Planning Problems
- Stochastic programming models in financial optimization: a survey
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