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Breuer, Thomas (1)
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Year of publication
2014
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Article
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Institute
Department of Computer Science (Ende 2021 aufgelöst; Integration in die übergeordnete OE Technik)
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Technik | Engineering & Technology
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English
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Covariance matrix adaptation
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Evolution strategy
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portfolio optimization
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self-adaptation
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Evolution on trees. On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs
(2014)
Beyer, Hans-Georg
;
Finck, Steffen
;
Breuer, Thomas
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