A tree-based GA representation for the portfolio optimization problem

Claus C. Aranha, Hitoshi Iba. A tree-based GA representation for the portfolio optimization problem. In Conor Ryan, Maarten Keijzer, editors, Genetic and Evolutionary Computation Conference, GECCO 2008, Proceedings, Atlanta, GA, USA, July 12-16, 2008. pages 873-880, ACM, 2008. [doi]

Authors

Claus C. Aranha

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Hitoshi Iba

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