A hybrid approach based on double roulette wheel selection and quadratic programming for cardinality constrained portfolio optimization

Bo Hu, Hui Xiao, Nan Yang, Hao Jin, Lei Wang 0006. A hybrid approach based on double roulette wheel selection and quadratic programming for cardinality constrained portfolio optimization. Concurrency - Practice and Experience, 34(10), 2022. [doi]

Abstract

Abstract is missing.