Patryk Filipiak, Piotr Lipinski. Dynamic Portfolio Optimization in Ultra-High Frequency Environment. In Giovanni Squillero, Kevin Sim, editors, Applications of Evolutionary Computation - 20th European Conference, EvoApplications 2017, Amsterdam, The Netherlands, April 19-21, 2017, Proceedings, Part I. Volume 10199 of Lecture Notes in Computer Science, pages 34-50, 2017. [doi]
Abstract is missing.