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

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Author:Hans-Georg BeyerORCiD, 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 (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik)
Technik / Technik | Engineering & Technology
Publicationlist:Beyer, Hans-Georg
Breuer, Thomas
Finck, Steffen