A Hybrid Genetic Algorithm for a Two-Stage Stochastic Portfolio Optimization With Uncertain Asset Prices

Cui, T., Bai, R., Parkes, A., He, F., Qu, R. and Li, J. 2015. A Hybrid Genetic Algorithm for a Two-Stage Stochastic Portfolio Optimization With Uncertain Asset Prices. IEEE Congress on Evolutionary Computation (IEEE CEC). Sendai, Japan 25 - 28 May 2015 IEEE . https://doi.org/10.1109/CEC.2015.7257198

TitleA Hybrid Genetic Algorithm for a Two-Stage Stochastic Portfolio Optimization With Uncertain Asset Prices
AuthorsCui, T.
Bai, R.
Parkes, A.
He, F.
Qu, R.
Li, J.
TypeConference paper
Year2015
ConferenceIEEE Congress on Evolutionary Computation (IEEE CEC)
PublisherIEEE
Publication dates
Published14 Sep 2015
Book titleProceedings of IEEE Congress on Evolutionary Computation (IEEE CEC)
ISBN9781479974924
Digital Object Identifier (DOI)https://doi.org/10.1109/CEC.2015.7257198

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