An evolutionary algorithm with a new operator and an adaptive strategy for large-scale portfolio problems

Yi Chen, Aimin Zhou, Liang Dou. An evolutionary algorithm with a new operator and an adaptive strategy for large-scale portfolio problems. In HernĂ¡n E. Aguirre, Keiki Takadama, editors, Proceedings of the Genetic and Evolutionary Computation Conference Companion, GECCO 2018, Kyoto, Japan, July 15-19, 2018. pages 247-248, ACM, 2018. [doi]

Abstract

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