Novel approach to generation Portfolio Optimization by using genetic algorithms and stochastic methods

Alessandro Di Giorgio, Andrea Mercurio, Laura Pimpinella. Novel approach to generation Portfolio Optimization by using genetic algorithms and stochastic methods. In European Control Conference, ECC 2009, Budapest, Hungary, 23-26 August 2009. pages 3196-3201, IEEE, 2009. [doi]

Authors

Alessandro Di Giorgio

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Andrea Mercurio

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Laura Pimpinella

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