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]