A Comparative Study of Multi-objective Evolutionary Algorithms to Optimize the Selection of Investment Portfolios with Cardinality Constraints

Feijoo Colomine Duran, Carlos Cotta, Antonio J. Fernández-Leiva. A Comparative Study of Multi-objective Evolutionary Algorithms to Optimize the Selection of Investment Portfolios with Cardinality Constraints. In Cecilia Di Chio, Alexandros Agapitos, Stefano Cagnoni, Carlos Cotta, Francisco Fernández de Vega, Gianni A. Di Caro, Rolf Drechsler, Anikó Ekárt, Anna Isabel Esparcia-Alcázar, Muddassar Farooq, William B. Langdon, Juan J. Merelo Guervós, Mike Preuss, Hendrik Richter, Sara Silva, Anabela Simões, Giovanni Squillero, Ernesto Tarantino, Andrea Tettamanzi, Julian Togelius, Neil Urquhart, Sima Uyar, Georgios N. Yannakakis, editors, Applications of Evolutionary Computation - EvoApplications 2012: EvoCOMNET, EvoCOMPLEX, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoNUM, EvoPAR, EvoRISK, EvoSTIM, and EvoSTOC, Málaga, Spain, April 11-13, 2012, Proceedings. Volume 7248 of Lecture Notes in Computer Science, pages 165-173, Springer, 2012. [doi]

Abstract

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