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]
@article{BeyerFB14,
title = {Evolution on trees: On the design of an evolution strategy for scenario-based multi-period portfolio optimization under transaction costs},
author = {Hans-Georg Beyer and Steffen Finck and Thomas Breuer},
year = {2014},
doi = {10.1016/j.swevo.2014.03.002},
url = {http://dx.doi.org/10.1016/j.swevo.2014.03.002},
researchr = {https://researchr.org/publication/BeyerFB14},
cites = {0},
citedby = {0},
journal = {Swarm and Evolutionary Computation},
volume = {17},
pages = {74-87},
}