Evolution on trees. On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs
Author: | Hans-Georg BeyerORCiD, Steffen Finck, Thomas Breuer |
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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 |