Index tracking using a hybrid genetic algorithm

2005 ICSC Congress on Computational Intelligence Methods and Applications

Volumn 2005, Issue , 2005, Pages

  Jeurissen, Roland ^a   Van Den Berg, Jan ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; COVARIANCE MATRIX; ERROR ANALYSIS; FUNCTION EVALUATION; GENETIC ALGORITHMS; INFORMATION MANAGEMENT; STRATEGIC PLANNING;

FITNESS FUNCTION; HISTORICAL RETURNS; STOCK FUNDS;

INDEXING (OF INFORMATION);

EID: 33947672809     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (25)

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