Evolution strategy in portfolio optimization

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2310, Issue , 2002, Pages 156-167

  Korczak, Jerzy J ^a   Lipiński, Piotr ^a,b   Roger, Patrick ^c  

^a Faculté de Médecine   (France)

^b UNIVERSITY OF WROC AW   (Poland)

^c UNIVERSITÉ DE STRASBOURG   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMMERCE; EVOLUTIONARY ALGORITHMS; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; GENETIC ALGORITHMS; OPTIMIZATION;

BUY-AND-HOLD STRATEGY; EVOLUTION STRATEGIES; EVOLUTIONARY METHOD; FINANCIAL ECONOMICS; PORTFOLIO OPTIMIZATION; STOCK INDICES; STOCK PORTFOLIO; STOCK TRADING;

ELECTRONIC TRADING;

EID: 84959060521     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-46033-0_13     Document Type: Conference Paper

References (16)

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