Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing

Claus C. Aranha, Hitoshi Iba. Modelling cost into a genetic algorithm-based portfolio optimization system by seeding and objective sharing. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore. pages 196-203, IEEE, 2007. [doi]

Abstract

Abstract is missing.