Evolutionary Multi-stage Financial Scenario Tree Generation.
Ronald HochreiterPublished in: EvoApplications (2) (2010)
Keyphrases
- multistage
- single stage
- production system
- lot sizing
- phylogenetic trees
- stochastic optimization
- tree structure
- fitness evaluation
- stochastic programming
- dynamic programming
- attack detection
- genetic programming
- genetic algorithm
- decision making
- evolutionary computation
- multi item
- stock market
- assembly systems
- optimal policy
- index structure