Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs

Hans-Georg Beyer, Steffen Finck, Thomas Breuer. Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs. Swarm and Evolutionary Computation, 17:74-87, 2014. [doi]

Authors

Hans-Georg Beyer

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Steffen Finck

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Thomas Breuer

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