Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms

Rui Jorge Almeida, Nalan Bastürk, Paulo Rodrigues. Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms. In IEEE Congress on Evolutionary Computation, CEC 2023, Chicago, IL, USA, July 1-5, 2023. pages 1-8, IEEE, 2023. [doi]

@inproceedings{AlmeidaBR23,
  title = {Portfolio Re-Balancing and Optimization Using Directional Changes and Genetic Algorithms},
  author = {Rui Jorge Almeida and Nalan Bastürk and Paulo Rodrigues},
  year = {2023},
  doi = {10.1109/CEC53210.2023.10254022},
  url = {https://doi.org/10.1109/CEC53210.2023.10254022},
  researchr = {https://researchr.org/publication/AlmeidaBR23},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {IEEE Congress on Evolutionary Computation, CEC 2023, Chicago, IL, USA, July 1-5, 2023},
  publisher = {IEEE},
  isbn = {979-8-3503-1458-8},
}