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Heuristic algorithms for the portfolio selection problem with minimum transaction lots.

Renata MansiniMaria Grazia Speranza
Published in: Eur. J. Oper. Res. (1999)
Keyphrases
  • database
  • image sequences
  • concurrency control
  • artificial neural networks
  • minimum cost
  • transaction data
  • portfolio selection
  • transaction costs
  • learning algorithm
  • multiscale
  • search algorithm
  • transaction management