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Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs.
Hans-Georg Beyer
Steffen Finck
Thomas Breuer
Published in:
Swarm Evol. Comput. (2014)
Keyphrases
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evolution strategy
multi period
transaction costs
portfolio optimization
portfolio management
portfolio selection
neural network
genetic algorithm
text mining
differential evolution
problems involving
stock exchange