Volltext-Downloads (blau) und Frontdoor-Views (grau)
  • search hit 1 of 1
Back to Result List

Evolution on trees. On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Hans-Georg Beyer, Steffen Finck, Thomas Breuer
DOI:https://doi.org/10.1016/j.swevo.2014.03.002
ISSN:2210-6502
Parent Title (English):Swarm and evolutionary computation
Document Type:Article
Language:English
Year of publication:2014
Release Date:2018/11/22
Tag:Covariance matrix adaptation; Evolution strategy; portfolio optimization; self-adaptation
Volume:o.Jg.
Issue:Bd. 17
First Page:74
Last Page:87
Organisationseinheit:Technik / Department of Computer Science
Publicationlist:Beyer, Hans-Georg
Breuer, Thomas
Finck, Steffen