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Genetic algorithms for portfolio selection problems with minimum transaction lots.

Chang-Chun LinYi-Ting Liu
Published in: Eur. J. Oper. Res. (2008)
Keyphrases
  • portfolio selection
  • genetic algorithm
  • neural network
  • decision making
  • evolutionary algorithm
  • optimization problems
  • benchmark problems
  • multi objective
  • simulated annealing
  • decision problems