Swarm intelligence-based stochastic programming model for dynamic asset allocation

Jing Dang, David Edelman, Ronald Hochreiter, Anthony Brabazon. Swarm intelligence-based stochastic programming model for dynamic asset allocation. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2010, Barcelona, Spain, 18-23 July 2010. pages 1-8, IEEE, 2010. [doi]

@inproceedings{DangEHB10,
  title = {Swarm intelligence-based stochastic programming model for dynamic asset allocation},
  author = {Jing Dang and David Edelman and Ronald Hochreiter and Anthony Brabazon},
  year = {2010},
  doi = {10.1109/CEC.2010.5586135},
  url = {http://dx.doi.org/10.1109/CEC.2010.5586135},
  tags = {rule-based, programming},
  researchr = {https://researchr.org/publication/DangEHB10},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2010, Barcelona, Spain, 18-23 July 2010},
  publisher = {IEEE},
}